rain thanks for the suggestion, but I'm afraid it gives the same result, with a blank page.
g1smd the error page is at www.example.com/404.htm so I think the path's ok.
phranque here's an example from the log, which seems to be 200, though I got a 404 through liveheaders - I've been tweaking this so much so hopefully it's not an experiment:
173.000.000.000 - - [05/Aug/2012:00:39:08 +0200] "GET /jump.php?w=/folder/destination.pdf HTTP/1.0" 200 - www.example.com "-" "Mozilla/4.0 (compatible; MSIE 8.0; Windows NT 5.1; Trident/4.0; .NET CLR 1.1.4322; .NET CLR 2.0.50727; .NET CLR 3.0.4506.2152; .NET CLR 3.5.30729; OfficeLiveConnector.1.3; OfficeLivePatch.0.0)" "93.000.000.000"
Anything looks off? The same happens in FF BTW.