In order to "bridge the gap" to show the 404 error for everything, not just the pages mojoPortal recognizes, you can make a modification to your web.config so that IIS will use PageNotFound.aspx for all incoming requests. It's commented out by default, because certain configurations/versions of IIS may have trouble with it. The section is near the bottom of web.config, and here is how we have it configured in our installation:
<!-- Info about custom error configuration: http://msdn.microsoft.com/en-us/library/ms690497.aspx
It's commented out below, because by default IIS7 has this locked down at a parent config
file, probably machine.config -->
<!--
<httpErrors errorMode="DetailedLocalOnly" defaultResponseMode="ExecuteURL" defaultPath="Error.htm">
-->
<httpErrors>
<remove statusCode="404" subStatusCode="-1" />
<error statusCode="404" prefixLanguageFilePath="" path="/PageNotFound.aspx" responseMode="ExecuteURL"/>
</httpErrors>