No, you're right. They aren't the standard:
"Error code 404, this page can not be found" pages.
But, they are custom 404 pages. Basically, the server sends a 404 page not found error, which is parsed by (probably cgi) and this page is what is output.
If you read the content, the first paragraph says:
"The page you tried was not found. You may have used an outdated link or may have typed the domain name address (URL) incorrectly."
Apache and IIS both have the ability to redirect to custom pages when a 404 error is received.
This article describes how using Apache and PHP.
http://www.phpfreaks.com/tutorials/21/0.php