I've seen a tutorial on here and no offense but it was horrific, this is the real way you do a 404 Error Page. Make a file called: htaccess.txt Open it up and put this:
ErrorDocument 404 /myerrorpage.html
You will need to change myerrorpage.html to whatever your page is called. Also when you upload this file to your server you need to rename it to: .htaccess Yes, the dot is before the words. You need to do this on the server because on Windows you cannot do that!