I have a Arcade games and jokes site, while integrating scripts I messed up few links and got them pointed to non-existed pages, which I noticed after few hours. I made the correction in the scripts and got the links right. Today when I was doing Site: search in MSN I noticed that they have those dead links in their index, how is it possible, I believe SEs are not suppose to index dead links? Proof :- http://search.msn.com/results.aspx?q=site:lets-fun.com&FORM=QBHP take a look at link#2 to link#4 its weird...
click on the cashe page. See that the issue that you corrected didnt produce no page. It produced pages with a link to the correct page. Probably a error handler in the script.
That is server response of the page request, simply 302 http header. you wouldnt see them if you visit the site. SEs are not supposed to index 302, 404, 301 responces..I think its a bug in MSNBot...