Error Documents not redirecting right

I use ErrorDocument 401 /401.php (and others) so I can have my own custom error document.

But, it’s not redirecting to 401.php. I get the message, but with the other URL.

So, e.g., going here: http://luve-me.net/private/net2ftp-1169610495.zip will give me the error 401, but it will not redirect to 401.php.