When it comes to Internet Explorer, there is one feature that is not particularly useful for web developers. Both IE 6 and the newer version 7, have a feature that overrides error messages sent from the web server to the browser. This feature takes effect any time an error message is less than 512 bytes long. To turn off this feature, you need to bring up Internet Options and go to the Advanced tab, under the Browsing section you will find: Show Friendly HTTP Error Messages. You need to clear this setting and now IE will display all error messages sent from the server.

IE 7 - Internet Tools Advanced Tab

Note that most web servers send 404 error messages that are less that 512 bytes, by default.