.htaccess

What is .htaccess? It's a file which changes settings on your domain server and allows you to make custom 404 pages, disallow direct linking, and other such things.

Making the file: Create a file called htaccess.txt and do everything in that. When you're ready, you will upload the file to your domain and in ftp reame it to .htaccess to make it take effect.

First thing first, you might not want people to be able to view your .htaccess file. Put the following code at the beginning of your htaccess file.
<Files .htaccess> order allow,deny deny from all </Files>

Now we can make the most popular thing to do with an htaccess file, a custom 404 page.
ErrorDocument 404 http://www.domain.com/404.html
Of course, you will change www.domain.com to whatever your domain name is, and if your 404 page is in a different location, you will update that accordingly. Also, your 404 page does not need to be 404.html, it could also be 404.php, 404.htm or whatever extention you like to work in. Just be sure you put the right link to your 404 page in place of where it says http://www.domain.com/404.html.
If you want to make custom other error pages, do the following, and make any neccessary changes as explained above.
ErrorDocument ERROR# http://www.domain.com/ERROR#.html

Another great thing to do with this file is blocking others from being able to direct link to images on your server. In the code below, only replace yourdomain.com (leave the /) and it will disallow direct linking of images on your domain. RewriteEngine on RewriteCond %{HTTP_REFERER} !^$ RewriteCond %{HTTP_REFERER} !^http://(www\.)?yourdomain.com/.*$ [NC] RewriteRule \.(gif|jpg|bmp|png)$ - [F]

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