Once upon a time I created Windows gadget. Since I wanted to distribute it, I just uploaded it to my site I thought I was done with it. However, once I tried to download it, I got famous 404 “The page cannot be found” message. I double-checked everything and file was there. What wasn’t there is ability of IIS to handle it.
In order for IIS to know what to do with it, there is little piece of something called MIME type. I will not go into deep definitions of it, but it is sufficient to say that “gadget” extension should be defined as “application/x-windows-gadget”. Once that task is done, file can be downloaded without furher problems.