The easiest way to put in your OWN error pages is as follows:
Create a htaccess.txt file similar to this one. Upload it to your root web directory (same as your main website files) and rename it to .htaccess
In the file is the following:
ErrorDocument 401 /errors/401.htm
ErrorDocument 403 /errors/403.htm
ErrorDocument 404 /errors/404.htm
ErrorDocument 500 /errors/405.htm
Where /errors/404.htm is the file location and name of the file to show when the 404 error occurs and so on.