Customize Error 404 message?

[osn]

I want to add my personal customized 404 error messages to my website.
Is here anyone who have an idea of how to do this? Mabie it's possible with some .htaccess file or simular?

I do not mean that function in CMSMS since it dosn't recognize if people is trying to go to non existing subdirectories.

[cyberman]

Please read here

http://www.freewebmasterhelp.com/tutorials/htaccess/