WordPress & External Page: 404 error in IE and some others

Just because you see something in the browser doesn’t mean you don’t get a 404. Browsers will display content of of a 404 page (if there is content) when it is longer then a browser specific length. It might be that IE requires longer length then the other browsers.

Why do you get a 404? hard to know without more detail about your setup but most likely the $_SERVER variable is not setup in a way wordpress expects for its configuration. Make sure all the URL related keys are filled correctly.