Enter this in your Websites .htaccess main directory to let the server redirect
HTTP404 Errors or misc to a specified site.
ErrorDocument 400 /error/400.php
ErrorDocument 401 /error/401.php
ErrorDocument 403 /error/403.html
ErrorDocument 404 /error/404.php
ErrorDocument 500 /error/405.php
This is just an example where for 404 errors the page /error/400.php will be loaded.
The url will stay the same - user will not this redirect in the url bar.