Skin the comment box is empty page

I am working on a skin that integrates wordpress into my company website. The skin is in testing and someone pointed out that when a comment box is left empty and submitted I am taken to http://maddr.net/wp/wp-comments-post.php in the browser.

I looked inside that and it states

if ( empty($status->comment_status) ) {
	do_action('comment_id_not_found', $comment_post_ID);
	exit;

What I would like to do is create a custom page stating that the comment isn’t found. How should I accomplish this? Hack the php here to redirect to another page or is there a better route?