OK, it's actually simple.
create a file called
In it type:
deny from all
ErrorDocument 404 http://[COLOR="Green"]yourdomainname.com[/COLOR]/error.html
ErrorDocument 403 http://[COLOR="Green"]yourdomainname.com[/COLOR]/error.html[/CODE]
The first bit inside the File tag says that no one can view that file. The last part says to redirect to those to website incase of a 404 or 403 error. replace yourdomainname.com with the name of your domain. Now, create a file called error.html that will be your error page
Now upload to your server, and you are good to go!