Monkeycosm.net Support: Custom Apache Error pages
Instead of the generic Apache error messages (example), you can create your own (example).
The short and sweet version
In a file called .htaccess in the root of your htdocs put a line of the form;
ErrorDocument XXX url
Where XXX is an HTTP status code (404 for "File Not Found" and 500 for "Internal Server Error" perhaps being the most popular), and url is a url. For example;
ErrorDocument 404 /errors/404.htmlDetails and other minutiae
There are a bunch of HTTP status codes. 403, 404, and 500 are likely the most regularly encountered.
You can define different documents for different areas of your site. You can restore the original Apache error page with the line ErrorDocument XXX default in your htaccess file.
More details straight from the webserver documentation; Apache documentation.
