iis 6 custom error not working in ie

I've set up the custom errors in webconfig and it's working great for .aspx pages. But, I'm trying to handle the .htm or .html or .pdf errors (mainly not found). Understand from research that handling in extensions to the .dll is not good for performance (this true even if you don't have hardly any .htm pages?) So, I went into IIS and set the custom error page to a page I created and will have it redirect. But, it works great in FireFox, but IE gives me a standard white page 404 error. I've deleted all the browser history settings and still the same. Help would be greatly a开发者_如何学Goppreciated. (I'm assuming once I publish, I'll have to edit the custom errors in the "published" website also?)

IE won't show a custom error page unless it's at least 512 bytes.