Getting error 404 when it should be "no access" page

Hello, I am setting up a membership site. I have added 2 different types of levels. "Non members", and "Standard members". "Standard Members" I have seeing everything, non members I have restricted 1 page. I have created the page for "This area is restricted" and have set that as the page to go to in the options if they aren't allowed to see it. The problem I'm having is that when I set the default non logged in user to be "non members" (in the options), when I try to load the restricted page, I get a 404 not found, not the "this area is restricted" page. but when I set the default user to none (can't see any content) it works and shows the correct "This area is restricted" page, but obviously blocks access to every page which I don't want. I'm pretty sure I'm doing everything right so this looks like some kind of bug to me. Any help would be much appreciated. Thanks,

Scott