好像文不对题，我搞混了。
自定义异常和自定义错误处理是两码事。呵呵！
自定义异常

Custom Exception Handling in C#比较全面
http://www.c-sharpcorner.com/Code/2005/May/CustomExceptionHandling.aspError and Exception Handling in C# and .NET

http://www.c-sharpcorner.com/ExceptionHandling.asp


自定义错误处理看下面
Web Application Error Handling in ASP.NET
http://www.15seconds.com/issue/030102.htm
User Friendly ASP.NET Exception Handling
http://www.codeproject.com/aspnet/ASPNETExceptionHandling.asp
.NET自定义异常的一个简单应用
http://inrie.cnblogs.com/archive/2005/11/07/270723.aspx

自己真笨，还是微软说明的清楚
Handling Errors
http://quickstart.developerfusion.co.uk/QuickStart/aspnet/doc/monitoring/errors.aspx

ASP.NET Custom Error Pages
http://www.aspxboy.com/private/5365/default.aspx

Web Application Error Handling in ASP.NET
http://www.15seconds.com/issue/030102.htm