Catching 400, 404 Errors FCGI

[David J.]

I am trying to understand how to catch 400 and 404 errors being returned 
back from my FCGI server;

How do I specify a custom error page?

I tried

error_page  404 400              /404.html;
         location = /404.html {
             root        /app/www/aderet.net/;
         }


But it still returns the FCGI Error page?

Any ideas what I may be doing wrong?

Thanks.