Error page after entering an invalid email into a web form

I have created an IS form, embedded it with the embed code, but when you enter an invalid email address or fail to fill out one of the fields, it jumps to the IS form error page, and leaves my site. If the errors would show up inline with the form, I think it would be ok, but for some reason it opens a new page. Can this be controlled? Is there something on my site I can do?
Thanks, Matt

You can implement javascript based form field validation to prevent this.