Page 404 The page cannot be found when using href

If you are clicking on a url/href link from your website and you are getting the following error: page 404 The page cannot be found.

Either the url was entered incorrectly or the file does not exist. If you have verified these settings then more than likely you have not configured your websites MIME settings.

You will need to add a MIME type for your files extension .zip, .exe, .txt etc and then use the following MIME type: application/x-msdownload