I decided to post this because I battled to find out how to do it and couldnt see anything on Stackoverflow about it.
Often when you host with a provider like GoDaddy, they have "Custom Error Messages" set to ON. What I didnt realise was that the web.config settings dont just apply to ASP.NET, they apply to all applications on YOUR IIS site and hence will sort this problem out for Classic ASP as well (very few GoDaddy support people even know this)