Customize the lost password page

I noticed that when someone clicks on the lost password, the link takes them to a page that allows them to put in their username or email to recover rest their password. All good there. It is the next screen that I have a problem with. After filling in your username or email, the next screen is the standard wrokdpress login screen, minus the lost password link. I want to put in some wording that tells the user to check their email to reset their password. A lot of my members are not going to know to do this and having the login screen show up again will look like there are in some kind of loop.

Many thanks,
Houston