TheMadScientist - 6:27 pm on Mar 1, 2011 (gmt 0)

Turn the custom error documents off in your control panel if you have it set to on, then set it manually:

In Your .htaccess:
ErrorDocument 404 /404.php

At the top of 404.php
<?php header('HTTP/1.1 404 Not Found'); ?>

NOTE: When you are working with .htaccess files you MUST use a plain text editor, like NotePad, not Word or your file will not work. It will actually break your site if it's not saved correctly.

For more info, I recommend the Apache Forum [webmasterworld.com]