Apple - How do I tell an iOS device there's no internet connection on the Wifi?

You should define a STATIC address for the WiFi/LAN. (define an correct netmask, and dont enter any router/gateway address ). (see the static tab in the @Michiel's screenshot.)

When you done, you can access the computers on WiFi network and you will access the rest of the Internet via 3G.

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This appears to be fixed in iOS7 - I set the DHCP Gateway to 0.0.0.0 and the iPad connects with a tickbox rather than leaving the spinning circle.