Last night I was helping a friend fix a web page in Internet Explorer 8.0. The problem was quite weird. The page would load and display properly for a moment, but then Internet Explorer would display its "The webpage cannot be found" page.
We found that this behaviour could be stopped by disabling "Binary and script behaviors" in the ActiveX section of security settings, or by disabling "friendly" HTTP error messages (in advanced settings).
We eventually found that the problem was due to a missing .htc (HTML Components) file.