Setting up your error documents through the .htaccess file is easier than one might think. Here is an example of what you would want to cut and paste into your .htaccess file:
CODE
ErrorDocument 400 /errors/400.html
ErrorDocument 401 /errors/401.html
ErrorDocument 403 /errors/403.html
ErrorDocument 404 /errors/404.html
ErrorDocument 500 /errors/500.html
This tells the server that each of these errors pages are in the /errors/ folder and the exact file that needs to be seen when somebody encounters that error.