How do I create a total blank page without any header and footer?
You can make a copy of page.tpl.php in your theme and rename it according to the Template Suggestions for Drupal 6.

Your theme should be in a directory like site/all/themes or sites/default/themes.

So if you wanted a custom page.tpl.php for http://yoursite.com/path/to/override, your file name will end up being something like page--path-to-override.tpl.php.