couldn't resist rewriting that huge print statement :)

my @colors = qw/ cyan megantha yellow pink Red Green blue cyan meganth
+a yellow orange /;
my $font = 'Euclid fraktur';
print "<br><br><H1 align='center'><b>";
foreach my $letter ( split //, 'PERL MODULES' ){
  do { print $letter; next; } if $letter = ' ';    # special case of s
+pace
  printf "<font face='%s' color='%s'>%s</font>", $font, $colors[0], $l
+etter;
  push @colors, shift @colors;                     # rotate the colors
}
print "</b></H1>";
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As for your primary issue, I would suggest that index.cgi contain the login form (instead of a static index.html) so that you can dynamically add a message to it. Some pseudo code:

$message = '';
if( $login_form_submitted ){
  check user and pass params
  if ok
    redirect to main page
  else
    $message = 'login failed'
  end 
}
print login form here, including $message if it is set
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