sagepay failure

Hi

Just got opencart setup with sagepay.
When running this on the sagepay simulator, if a transaction is not authorised, the customer is not directed to a page explaining why the transaction was rejected.
It just directs back to the original payment method page. This is confusing for customers as they will not be sure if they have paid or not. This obviously affects trust, and causes potential lost sales.

Is this normal for opencart? or is there any way to direct customers to a failure page?

Kind Regards
Dave