When you see a custom '404' message and not your regular Apache server message, while the URL still has a print of the file you're looking for (and not a re-direct to, say, 404.html for example), this is what you need to do:
When you reach one of these pages, simply click in the URL bar, and press enter. That's it. Their server is configured to print out a page when an outsider tries to access certain files. Like a podcast (10+ MB mp3) for example. What 'pressing enter' in the URL bar does is simply send out another request to their server, but with different header information. It now thinks you navigated to that file locally.