This can happen for a number of reasons. First, you could have the wrong URL. Perhaps you typed YourSite.com/something.pho instead of YourSite.com/something.php.
A second option is that the page has moved or changed names, but the author is not redirecting the old page. If you do change your page naming structure, we always recommend that you setup a page redirection to keep your users from experiencing 404 errors.
You could also get this error because the page is temporarily offline. Perhaps the site admin is in the middle of moving and backing up. Try back again in a few mins, it might just be there!