Assuming Apache is your web server, in httpd.conf or in an .htaccess file (http://httpd.apache.org/docs/1.3/mod/core.html#errordocument), set
ErrorDocument 404 /path/my404.html where my404.html is a regular html document that says what you want your 404 error doc to say. My personal site has this 404 page;
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN"
"http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta name="generator"
content=
"HTML Tidy for Linux/x86 (vers 12 April 2005), see www.w3.org" />
<title>404 Error | Gary Turner | web development sandbox</title>
<style type="text/css">
/*<![CDATA[*/
html, body {
height: 100%;
margin: 0;
padding: 0;
}
body {
font: 100% verdana, helvetica, sans-serif;
background-color: #f8f8f8;
color: #222;
}
p {
font-size: 1em;
}
h1 {
font: 1.5em georgia, geneva, serif;
text-align: center;
}
#wrapper {
display: table;
height: 100%;
width: 100%;
}
#cell {
display: table-cell;
vertical-align: middle;
}
#inner {
position: relative;
margin: 0 auto;
border: 2px solid black;
-moz-border-radius: 16px;
padding: 0 10px;
width: 75%;
}
#footer {
text-align: right;
}
/*]]>*/
</style>
</head>
<body>
<div id="wrapper">
<div id="cell">
<div id="inner">
<h1>Oops! There's been a mistake</h1>
<p>This is known as a “404 file not found” error.</p>
<p>Try looking at the <a href=
"/webdev/">webdev index</a> page to find the file you wanted.</p>
<p>--g</p>
<hr />
<p id="footer">©2005-06 Gary Turner</p>
</div><!-- end inner" -->
</div><!-- end cell -->
</div><!-- end wrapper -->
</body>
</html>
cheers,
gary