lay-out difference

Hi.

The module of cb-login is styled. But when you enter wrong login you are redirected to an login page. Why is the layout of the page different?
And can we add error messages to the cb login?
Or is it possible to have the same style at the login module aswel as the login page?

Login page uses the parameters of the first login module it finds to style it self. Aside from that it's a login page and not a module so it's not going to have some of the module classes. Yes you can of course style it however you like (F12 to open developer and inspect the page source for classes/ids; if on firefox use firebug).