Thanks mdlp. That was easier than using the control panel.
But now I have another problem!
If I browse to a non-existent page like this:
http://www.wooden-heart.co.uk/dud
it works fine. But if I do this:
http://www.wooden-heart.co.uk/dud/ (note the / at the end) it doesn't pick up the css sheet. Also, all the links are now like "..../dud/index.php" (which, of course, doesn't exist).
The file 404.php file requests start.php and end.php. These 3 files are all in the same directory. However, start.php contains the html link to style/default.css which is in the folder called style.
Any idea how to solve?