A 404 error page is when your visitor types a broken link in your site. Like if you didn't have the page ilovecheese.php, and your visitor types memorylast.totalh.com/ilovecheese.php then there'll be an error. The default one is the one your browser already has. But if you want to customly make one like a 404 error image then continue reading.

You have to have an .htaccess page in your root directory. If you don't have one then create one. Just type .htaccess for the page name.

Now open your .htaccess page and paste in the following code :

ErrorDocument 404 /missing.php

Now make a page called missing.php. This is where you put your 404 message / image.
If you call your missing page something else other than missing.php, then you should change the page name in the code from just now.

Test it out to see if it works by typing something like : yoururl.com/rawrabug.php
(unless you really do have a page called rawrabug)