Maybe OT but I was wondering....

I am trying to set up a completely dynamic site using php and a mysql backend. I am trying to find somewhere that I can identify a custom 404 error page and then pull the page based on the document directory. Problem is, is this even possible in PHP? I haven't found too much related to custom 404 pages done in php. So I was thinking, if anyone knows some information on this topic, might you have a url or maybe a book title that I could check out to research this a bit further? thanks for your help Ben