Instructions for use of the Dunstan-style Error Page plugin is to replace
the content of the theme 404 file with:

PHP Code:

<?php afdn_error_page(); ?>

Any suggestions of where I might make the function call from inside of the Atahualpa theme files.
I see there is no 404 file, so maybe it could go in index, or functions.

Thanx for your time.

Found the answer:
edit index.php end of file has:

PHP Code:

<h2><?php _e('Not Found','atahualpa'); ?></h2>
    <p><?php _e("Sorry, but you are looking for something that isn't here.","atahualpa"); ?></p>

replace with:

PHP Code:

<?php if ( is_404() ) {
    if (function_exists('afdn_error_page')) afdn_error_page();
    } ?> 
<?php endif; ?>

I highly recommend this plugin, improves 404 responce 1,000%

I am using wordpress 3.0.2 and it not working??

Any Idea?

More precisely, you should do as commented in the index.php file:
"This can be edited at Atahualpa Theme Options -> Style & edit the Center column" - at the very bottom.
I would think that inserting ones own text here would be the best option for most of us.
Eventually - maybe this plugin could help? (Haven't tried it myself)