I hope that I am not repeating the obvious, but there are some browser settings which can help you to debug problems in web apps. The first one is disabling “Friendly” HTTP error messages. Separately, if your issues are related to JavaScript or rendering CSS/DHTML, etc. I suggest that you download the IE Developer Toolbar from MS or consider using FireFox with Firebug.
For most users, IE will be set to use “friendly” error messages to help them interpret error codes. For instance, it shows the generic definition of what a 404 means (“The page cannot be found”). That might be helpful (I’ll leave that determination up to you). Unfortunately, it hides the actual error returned by the backend web server (e.g. “Error 404 HTTP Web Server: Couldn’t find design note”). If you check the properties of the resulting web page you will see that the URL is prefaced by “res://C:\WINNT…”.
Unfortunately, the error returned by the server (“Agent done”, “Entry not found in index”, or “Corrupt Data Exception”) is probably the most important thing to help the developer to understand what is happening. You may have to convince a user to temporarily turn off friendly messages so they can tell you the actual error message.