Custom Register Link on Backend Form

I’m not 100% sure, but it seems that the registration link is generated on general-template.php in wp-includes. Look at the function wp_register. Here you have a filter called register which you can use to filter the wp-login.php out.

/**
 * Display the Registration or Admin link.
 *
 * Display a link which allows the user to navigate to the registration page if
 * not logged in and registration is enabled or to the dashboard if logged in.
 *
 * @since 1.5.0
 * @uses apply_filters() Calls 'register' hook on register / admin link content.
 *
 * @param string $before Text to output before the link (defaults to <li>).
 * @param string $after Text to output after the link (defaults to </li>).
 * @param boolean $echo Default to echo and not return the link.
 */
function wp_register( $before="<li>", $after="</li>", $echo = true ) {

    if ( ! is_user_logged_in() ) {
        if ( get_option('users_can_register') )
            $link = $before . '<a href="' . site_url('wp-login.php?action=register', 'login') . '">' . __('Register') . '</a>' . $after;
        else
            $link = '';
    } else {
        $link = $before . '<a href="' . admin_url() . '">' . __('Site Admin') . '</a>' . $after;
    }

    if ( $echo )
        echo apply_filters('register', $link);
    else
        return apply_filters('register', $link);
}

EDIT

add_filter('register', 'wpse28495_wpRegister');
function wpse28495_wpRegister($link) {
    if(!is_user_logged_in()) {
        $link = '<a href="' . site_url('my-login.php') . '">' . __('Register') . '</a>';
    }

    return $link;
}