Making a custom 404 error page
404 Page not Found errors will not only annoy your visitors but if you have too many they can also hurt your rankings in the search engines. With AWStats you can see where a 404 error occurs and eliminate it. If you build a custom 404 error page you can inform visitors that they page that they wanted to access doesn´t exist and give them an opportunity to return to the home page.
You need access to the .htaccess file:
In there put this line: ErrorDocument 404 /error.html
You can give this any name you like but really 404.html, notfound.html, error.html would make most sense to indicate through the url what this page is about.
Next create your error.html page with a link, your logo etc. just be creative and you will have a good chance of keeping some of those visitors on your site. If you have a search box you could include that as well and maybe a link to your sitemap. There are usually two philosophies to designing a custom 404 page. One option would be to keep the usual design and just put a 404 message in the middle column for instance. Another would be to have a different page style where you just keep your logo, a centered error message and a link back to the homepage.
Make sure that all links that you use are absolute. I.e. use something like http://www.yoursite.com/articles/index.html instead of just /articles/index.html . As your 404s may sometimes be caused from within the CGI bin or other locations relative urls spell trouble. And you don´t want to provoke 404s from within your 404 page, now do you 
?
All you need to do now is to upload your .htaccess file and your error.html .
The following affordable web hosts provide a .htaccess file which you will need to setup your custom 404 error page:
Bluehost – read about bluehost´s recent upgrade
Hostgator
HostIcan
Hostmonster -read my post “bluehost hostmonster same company” they also upgraded their plan
IPowerweb
Lunarpages
Powweb
Startlogic
More detailed reviews can be found in my cheap web hosting review articles.