g1smd - 5:56 am on Oct 4, 2012 (gmt 0)
Returning 403 is fine. You're returning the right response.
The WMT report lets you know that Google has seen that response. Since that response is what you wanted, there's nothing else to do.
redirect to my 404 error page.
There should be no redirect. If requesting a folder results in a 301 or 302 response followed by a 403 or 404 response you have a big problem. The 403 or 404 response should be returned at the originally requested URL.