CustomError 403 Forbidden not working

I'm trying to redirect 403 to a custom error page, but instead of getting the page which uses my site's masterpage I get the default nasty message.
I've managed to get 401 and 404 working fine, but I read somewhere that: "If you have "deny from all" rules in your .htaccess file, access to the 403 custom error page will also be denied.", is this the cause of my problem?
My knowledge with servers and web.config is quite limited, so a bit of a hold my hand walkthrough would be greatly appreciated.
 
Thanks.
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