Countless files are not found in the WWW every day. Most of the time this is indicated by a unpolite HTML page generated by the server software. The least thing to do would be to show an excuse for the missing data. Link names are very promising, the users expectations become higher and higher ... and then the file has gone and so is the dream of Mame-ROMs, Netscape 1.1N or a manual for building bombs.
For this reason Dragan has designed some new "file not found" pages. Most of the time they are better than the things that were not found. Additionally the 404 pages have the great advantage to be there while the things people are looking for are not.
So check out the --->design studies or just enter a not existing URL under the root of Dragan's homepage.
Instead you see a dull standard message from Microsoft? IE has its own error messages built in. That sucks! You can disable them by going into the options screen, to Advanced Options, and uncheck "Show friendly HTTP error messages".