My web host (Yahoo!) requires that if I want to have a custom 404 page, it must be saved in my root directory as e404.html. While I can run PHP in HTML files, I'm not quite sure how to generate a file to place there.
How would I go about doing this? Since there isn't a static WordPress 404 file, I can't simply copy and paste it to the root directory.
I was thinking that I could send 404 headers (so that search engines would know that the file wasn't there), and then direct the traffic/spider to the WordPress 404 file... but since there's no static 404 page, I haven't the slightest as to where I could redirect the traffic to. Any thoughts?
EDIT: Quick update, you can see my site at bundyxc.com, so that you can see what I'm talking about with the dumb Yahoo! error pages.