To make this a little more fun, we can change the error to some thing else. The sudo command has an option using which sudo can be made to throw mildly rude comments as errors.
To this open the file /etc/sudoers (You will need root privileges).
Add the following line at the beginning of the file (after the intial set of comments).
and save the file.
Now try using the command sudo and enter a wrong password.