If you have a webpage and you want it to display a customized error message if someone types in a bad URL for your site (for example: www.mydomain.com/blsh.html, when they meant to type www.mydomain.com/blah.html) then you can easily do this by facilitating 'missing.html'.
If you create a web page file called missing.html in your editor, and upload it to your public_html folder, you will find that whenever a page that does not exist on your website is called - you will be presented with your own page.
N.B. You will need to make sure this file is at *least* 512 bytes in size, otherwise people using Internet Explorer will just see IE's default error message