n IE there's a "Show friendly HTTP error messages" setting which is ON by default in
Internet Options->Advanced. With this setting on, sometimes your custom error page is not displayed.
In order to override this setting, both my404.html and /errors/my404redirect.aspx from the above steps
need to be larger than 512 bytes in size.
Refer to the following KB about this setting: http://support.microsoft.com/kb/218155