Hit up your host on icq or via email, they may just have a global 404 setup in Apache and if you dont have something more local either in your VirtualHost or in your .htaccess to redirect your 404 where you want it to go, it gets redirected there.
If you have trouble reaching them, just put an .htaccess into your document root which states the following:
ErrorDocument 404
http://www.yahoo.com