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Yes, you can have a custom-built page not found page - in fact you can
have error pages for all/some of the range of errors -
The standard errors are: 400, 401, 403, 404, 500,

400 = Bad Request. Usually a mangled communication between the browser and server.
401 = Authorization Required. If the user cancels a password request, this
error is generated.
403 = Forbidden. If indexing is turned off, and/or the server can not
show/access the directory.
404 = Page not found.
500 = Internal Server Error. Mostly likely a script failure.

We do this for you, as we prefer to put this sort of thing in the virtual
hosts details for all our sites, rather than locally in the site
directory. This is a safer method of dealing with it.

You devise a page not found for error 404 (and any other
pages for the other types of error), FTP this or these into a folder on
your site, let us know the path for them and we can set things up
accordingly. You can have the same page for more than one type of error if
you want, so long as it makes sense to the viewer.

GreenNet Web Administrator