Well, I am not in a position to give you the exact solution, but while I was going through the e-Tester help, I came across a section which talked about about how you can check for the URL , and upon confirming it's existence, skip to any page you want. I suggest you go through the help and look at the 'URL' sections. I hope this helps for now.
There are probably several approaches using vba that would work here. You could record a script that has the extra page in it and use some vba (perhaps the findinhtml method) to determine if the "a user is already logged in" message appears on the page. If it does, proceed with the playback. If it does not, then take some other action either using the gotopage statement or maybe even finding an element and executing an event on it.
Larry, funnily enough I actually only worked out how to do this yesterday when I looked at it again. I used the method that you have presented here (FindInHTML etc) and then logged on this morning to find your reply.