6
Copy and paste the code exactly as you see it and save as 404.php in your site root. It will show no matter what block configuration you use.
All you need to do is edit the content between the tags to suit your tastes.
Don't forget to add:
ErrorDocument 404 /404.php
to your .htaccess file or the custom error page will not work!
You can create pages and point to them in your .htaccess for all your custom errors (302, 500, etc...)