Hi tnt,
If there's no control panel on this server, you can try:
1. Login into LiteSpeed Web Admin Page
2. Select Virtual Hosts on your left
3. Click on Example link in the first row, under Virtual Host List
4. Click on General tab
5. Note the Document Root path: $VH_ROOT/html/, under General list
6. Create and Drop your custom 404 page under the Document Root path
7. Find Customized Error Pages list section, under Virtual Hosts General tab in Web Admin
8. Click on Edit icon, under Actions, at right side of your 404 page row
9. Add a forward slash "/" in front of your custom file name in URL * field (ex: /404.html)
You can also try ErrorDocument in .htaccess override lsws's default error page
Best,
Eric