If some player is banned and he/she wants to login, then they log out automatically. Make some system that the players get automatically forwarded to the pillory or that they get a pop-up with the message:
You are banned
Contact GO / Make support ticket

if you're banned and try to login with the correct details (username/password) a pop-up appears at the side of the login box saying something like "you're banned..." and next to it is a link to click that directs the user to the pillory.

Maybe it can be made clearer ?

You have a point there