"404 is an HTTP status code. Every time you visit a web page, your computer (the 'client') is requesting data from a server using HTTP, or Hypertext Transfer Protocol. Before the web page is even displayed in your browser, the web server has sent the HTTP header, which contains the status code. Not surprisingly, your browser has sent the server its own headers, which contain a lot more information about you than you think!"
http://www.plinko.net/404/history.asp