Custom 404 page

Does anyone know how to create a custom 404 Error - Page Not Found? I've tried, but keep running into a wall with it. I've looked around and the simplest way is with the .htaccess file, but unfortunately when I search and then click on it in my Cpanel it shows the entire contents of the public html folder.

I'm wanting to take it from the default page to one that includes links to my Site Map and so forth.
If you want the same 404 error across your entire site, the easiest bet would be to use the "Error Pages" tool in cPanel. It's under the Advanced tab in cPanel 11.

Else, the .htaccess method should work with no problem at all. Just to confirm you're putting something like this in your .htaccess file?:

ErrorDocument 404 /errorpages/404.html