Hi,
What is happening is, the pages are dynamic, ie they don't really exist on disk and IIS is returning a 404 before .NET code can handle the request.
If you look around in the IIS settings, somewhere you will see a checkbox to turn off IIS 404, I can't remember exactly where it is in IIS 6 but it is there, if you look around you should be able to find it.
Hope that helps,
Joe