If you have using 'Form Based Authentication(FBA)' to your sharepoint site then by default it is showing login page from its internal page.
I found the login page on
C:\Program Files\Common Files\microsoft shared\Web Server Extensions\12\TEMPLATE\LAYOUTS
We were customize old give above provided page to add forgot password link.
To customize the login.aspx page then follow following URL.
http://www.simple-talk.com/dotnet/.net-tools/customizing-the-login-page-in-sharepoint-2007/
