Redirect, it works only with one parameter

[eluser]Alhazred[/eluser]
If a wrong page is requested I want to show a "page not found" view.
To do this I'm using the redirect() function, but I'm having a problem.

If I use
redirect('/home/page_not_found');
the page is shown

while if I use
redirect('/home/page_not_found', 'location', 404);
I get a blank page.

There is no output before the redirect function, what can cause the problem?