i've got a login form for my wordpress site, however when they enter in the wrong user/pass it directs these to the Wordpress login screen. in whatever way i'm able to change this without hacking WPMU core?

You need to use a wordpress plugin. A search for "login" on Wordpress Plug ins could be useful, maybe take a look at this plugin.

you may make the login form (wordpress-login.php), redirect it well by supplying a concealed input text title 'redirect_to' in form you have written. by utilizing 'redirect_to', Wordpress understand that you would like after login user will be sending towards the link

forexample :

[pre]http://xxx.xxx/wordpress-login.php?redirect_to='http://xxx.xxx' [pre]