If you use the Internet Explorer FILE:// syntax to view a file for which you do NOT have permissions, you receive:
Page cannot be displayed
Cannot find server or DNS Error.
If the FILE://URL points to a file, not a share or sub-folder of a share, and you do NOT have permissions to access the share, and the Internet Explorer Show HTTP friendly error messages option is checked, you will receive this error because URLMON handles the Access Denied generically.
Try using the HTTP:// syntax instead.