How to change the 404 error page?

I recently got hacked, and the hackers added some files that clearly is used for spam in some way. I deleted the files and think I have cleaned up the site, but there is at least one problem left.

One of the files I deleted, “wp-cache.php” still gets an enourmous number of visits. Since the file is not there, it produces a 404 page. The 404 page is using my template, and also shows everything I have in my sidebars, so it generates a whole load of traffic to the server, since the number of visits is so huge to this file. My 200GB bandwidth limit has exceeded and I fear that it will cost me lots of money if I don’t find a sollution quickly. So…

I want a plain text saying only “the file you’re looking for is not here” + probably a link to my site, but no images or other elements at all.

How can I do this, and where will I find the original 404 files?

Thanks,

Knut