Custom 404 Errors on Sub-domains

I have a file ‘missing.html’ in my subdomain but it is not working, is it not possible to have custom 404’s on the sub-domains or what is the trick?

have you added a .htaccess to the web dir of that subdomain?

[code]
ErrorDocument 404 /missing.html

[code]

?

www.rawkstar.net

I tried that and it does not seem to be working for me.