Problems to display custom message "blocked content" in https pages

Hi guys,

I hope you could help me. When i open a blocked by rule http page, TMG show me the message "blocked content" but when i try to open a blocked by rule https page, TMG show me the message "page cannot be display" instead of the "blocked content" message.

I want to know why the TMG do that or where is my error. Sorry for my poor english :(