I have seen some sites do this, where you type in the wrong URL and it leads you to a page saying, 404 error. Rawr! A dinosaur ate this page! Do you have to have a hosting account set up on your computer or can it be done through web hosters (like zymic)

EDIT: Nevermind. I found a tutorial. Here is the links for anyone like me that doesn't search the forum before posting:

http://www.zymic.com/forum/index.php?showtopic=10572