This is no doubt yet another security flaw in IE.
Seems to be a problem with keeping an identical file structure on a local drive.
On our web server and on our local computer, that we are also testing it on, the FoxWeb directory structure is identical.
So both computers have this directory:
c:\foxweb\Programs\<clientdirectory>\index.fwx
I changed the name of the <clientdirectory> on the local drive and now the web page shows up fine from the web server.
Even with FoxWeb and Apache turned off on this local computer it still gives "page not found" if the directories are identical.
The frame source in our index page is referencing: "/cgi-bin/webcgi.exe/<clientdirectory>/main.fwx"
For some reason IE must be attempting to look at the same directory on the local drive.
If I do this in Netscape the page comes up fine.
Looks to definitely be an IE bug.