Internet Explorer 404 error occurs when using proxy servers and after being blocked by Websense
Web Security and Filter, Web Security Gateway, Web Security Gateway Anywhere
1.1, 1.2, 5.2, 5.5, 6.1, 6.2, 6.3, 7.0, 7.1, 7.5, 7.6, 7.7, 7.8, 8.0
In some versions of Internet Explorer I get a 404 error after being blocked by Websense. If I refresh the page, I then get a block page.
When a connection is established through a proxy server, the host name of the site and the proxy server name are cached in Internet Explorer. On future attempts to access the host name in the same session Internet Explorer has cached information about which proxy to use. Therefore, all subsequent connections to the host are tried through the proxy that was used previously. This means that if the proxy server name that is cached is unavailable during the same session, the automatic proxy configuration script is not re-processed and you receive a "Page Cannot Be Displayed" error message in Internet Explorer.
What is occurring is that the block page URL is being passed to the browser client, but the browser then attempts to access the Filter Service block page using the wrong port. For example, the block page's port default is 15871. The browser would mistakenly try to use port 8080, for example, to access the block page. Disabling proxy result caching
prevents this issue and forces Internet Explorer to use the correct port as specified in the block page URL passed to the browser from the proxy.
See the Microsoft article at the following link, telling you how to disable proxy result caching.