Apache ErrorDocument in an alias

I am trying to set a custom error document in an alias.

Alias /f1 "/media/data/www/f1"
<Directory "/media/data/www/f1">
        AddHandler cgi-script .cgi .pl
        Options Includes Indexes MultiViews FollowSymLinks ExecCGI
        AllowOverride All
        Order allow,deny
        Allow from all
        ErrorDocument 404 "Something was not found!"
</Directory>

This absolutely does not seem to work! The same directives in a virtual host works just fine. What am I doing wrong?

I could not find any reference that states that I cannot have custom error messages in an Alias Section.