" In Microsoft Internet Explorer 4, when the Wininet.dll file cannot resolve a request, it displays an embedded Hypertext Markup Language (HTML) error message and a non-descriptive definition (for example, "Navigation Canceled" or "Unable to retrieve Webpage in Offline mode".) These error messages are a resource (res
of the Shdocvw.dll file. A resource is HTML code that a program uses for display purposes that is embedded in a dynamic link library (DLL) file. In Internet Explorer 5 or later, these error messages are stored as a resource of the Shdoclc.dll file. When the error message is received it is replaced with a corresponding HTML template, which can contain any of the following types of information:"
from
http://support.microsoft.com/default...b;EN-US;218155
Oh, this applies to all versions of IE after 4
So you might try opening the dll in a hex editor if you want to edit the error messages.