Not a custom 404 message...that I can do for my site. I'm talking about when there's an invalid string in WP. Per my example, if there's a link to /index.php?cat=99, index.php is a valid page (my WP template), so there is no 404 error. However, there's no category 99 in my WP installation, so it returns an empty template (well, the template has everything it should, but the content area is blank.)
Go ahead, try it on you own site: enter a non-existant cat and see what happens. Now, try it again here on the WP site. Try this: http://wordpress.org/index.php?cat=99.
See, it doesn't return a blank template, but a "stock" message....
That's what I'm trying to figure out.