This is best done at the web server level -- through the IIS management console.  The default 404 action is to generate a generic error.  You can specify a URL (aspx page if you want) for all 404s and that page will be displayed with your helpful information and explanations.

I searched for "iis custom 404" and got several hits -- among them this one from 4guysfromrolla

 

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Sincerely,

Carl
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vine type - content management with standards in mind - vinetype.com
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