bill001g :
Some people have hacked dd-wrt images to partially make this work but a router just does not have the ability to do something like this. It would need disk to store userids/passwords or other authentication methods. A number of routers will forward the traffic to a external server but I don't know of any that can do it directly.
Your best bet is a small pc with a free firewall like pfsense loaded on it.
If you really want a router that can do this you can get cisco commercial routers that has a very primitive version of this called lock and key. To get it for $200 you would have to get older used equipment.
Ok maybe captive portal isn't what I'm looking for, it will be an open network with no username/password. Really what I need is just a splash screen when someone connects and first uses their browser. DNS redirect on a router?