win2000/NT4/IIS/Intranet issue

I have installed the windows 2000 server as a member of a NT4 PDC. IIS is installed and I am running intranet on it. When I browse a web page if the security permissions are not there it pop up a message box

User
Password
Domain

If the use has proper rights for the folder/file he can access it. This is true for the folders residing in the win2000 server.
But when a folder/file residing in the NT4 PDC is accessed thru intranet it just says

We page not found (usual error message ) butdoes not pop up the error message box

Is it because of AD not installed ? or any other issue