Here's my method for making custom error pages.. It may be a bit convoluted but effective nonetheless.
Make a new page in BV and name it 404/whatever.
Make the page exactly as you would have it appear when your customer gets a 404 Error.
Save it....do not publish
Preview the page
Right click and "View Source"
This info will load into notepad by default.
"Save As" 404.shtml and put it in your BV folder
(I have an Error Pages folder in my BV file)
Open your FTP and drag the 404.shtml file into your public_html folder
Now you have a custom error page.
View the below page
The only problem with this method is that it does not repeat the URL that the customer used.