Create a file called .htaccess in the root directory of the server (the one you refer to as '/') and enter your error handlers in the following format, one per line:

For example, you can point to a custom 404 page like this:

You can also simply have it display some other text:

Make sure you begin the text with a quote (").

Windows users have reported problems creating .htaccess files. Create a file named 'htaccess.txt', FTP it to your web host, and then rename it to .htaccess.

You can even make your 404 errors more friendly for international visitors by displaying a page in their own language. Check out this Apache article.