This has come from something ages ago and I can vaguely remember having the same problem myslef - but this is what was in my webconfig for that project.

Can't remember if works or not.

 <!--  custom  ERROR MESSAGES
          Set mode="on" or "remoteonly" to enable custom error  messages, "off" to disable. Add
          <error> tags for each of the errors  you want to handle. -->
  <customErrors defaultRedirect="genericerror.htm" mode="RemoteOnly">
  <!-- using mode="RemoteOnly" dishes out its own stuff -->
        <error statusCode="404"
            redirect="PageNotFound.htm"/>
        <error statusCode="500"
            redirect="InternalError.htm"/>
        </customErrors>