UPDATE:
It looks like the 404 page is working but only where the requested page is one or more directories deep.
example:
http://www.mydomain.com/about/blabla
this displays the error page where ‘blabla’ does not exist. However this next example just displays a completely blank page:
http://www.mydomain.com/blabla
Again ‘blabla’ doesn’t exist. Any idea anyone?
J