Where do the sith go when they die?

Ive heard countless times that when a jedi dies they live on through the force and in rare occasions such as yoda, obiwan, and anakin can return from the netherrelalm of the force. But what happens when a sith dies? In the first Knights of the old republic game when you visit the ancient sith lord tomb of Ajunta Pall he returns in a spirit form wanting you to take his weapons away. Its like he is trapped and can never escape to become one with the force. So can anyone help me out?