Yes, you are able to create your own PHP error page. First you need to make sure that you have the "PHP support" selected for this particular domain in your control panel. This can be done by:

1. Click on your domain name.
2. For Plesk 5, click on the Hosting button, then the Next button. For Plesk 7.5 Reloaded click on the Setup button.
3. Check the box next to "PHP support".
4. Click on the Update button (Plesk 5) or the OK button (Plesk 7.5).

Next you also need to create a .htaccess file in your /httpdocs folder. If you have created a new 404 error document located at /httpdocs/customerrordocs/404.php, your .htaccess file will need to contain the following line:

ErrorDocument 404 /httpdocs/customerrordocs/404.php .