Previously I found (in ‘David’s Blog’) a way of using an HTTP Module in SharePoint to change the master page used by ‘application’ pages. I fiddled with it a bit and made it work properly.

Unfortunately, I’ve lost my code (HD crash) and David’s blog is defunct (I think it died when the SharePoint Blogs site died).

So, some links to similar relevant pages:

Liam Cleary has been looking at it

This page proved useful

And this is a description of the same sort of thing