Customized 404 Pages are reeeally important.
Last month, I wrote this post, "7 Things You Can Do To Improve Your Blog (Most of which you havenít done)".
There, I told my readers how important 404 pages are, and that first-time visitors to a good 404 page may even convert into loyal ones.
In that post, I linked to this article, "WordPress tips and tricks - custom 404 (error) pages"
It teaches you how to make customized 404 pages. You need to have a little HTML knowledge, though.
I also linked to this article,
"5 Tips to Make Your 404 Page More Usable"
Well, if you have that default and rude 404 page, you should really go customize it now!