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Server admins can make sure that their errors are returned, rather than IE's friendly HTTP errors -- even if returning a 404 response code -- by simply padding their error pages to a minimum size. This KB article has the scoop.

Back in the day, when I was a a web-browser-writing dude, I came across one site where every page returned status 404 (but with the correct content as the "error" page), presumably as an attempt at cache evasion.

Peter