Hmm the cPanel one only works if you are not using a CMS that already provides a 404 Page.
If you are not using a CMS, you could also try this, the manual way:
1) Create an html file (or shtml, php, etc..) for your 404 Page elsewhere.
2) Upload it to your root public_html directory.
3) Add the following line to your root .htaccess file.
ErrorDocument 404 /error.php
Replace /error.php with whatever you named it and your directory that you uploaded it to.