Just create the webpage like you would any other then upload it to your directory and rename it to 404.shtml and it should work nicely

Do you have anything specific in mind by "animated"? As explained above, a 404 error page can be a regular HTML page. If you name it with an .shtml extension and put it in the root (/404.shtml), it will be found automatically. You can put it somewhere else or use .html or .php, but then you have to put in an error document entry in your .htaccess file. SHTML allows you to put special content in comments, that will be replaced with values by the server (name of the page not found, referring URL, etc.).

You can get as fancy as you want, with animated GIF images, or even Flash or other videos. It's just a regular HTML page at heart. Just be aware that the more complex you make the page, the more likely that it won't work correctly if something goes awry with your server, or you move images or other resources around and forget to update your error page.

my sig > visit my site > Free Software to Download > errorpages  for a utility to create basic error pages