Those are files that are looked for by default by some browers and crawlers, which is probably what causes the errors.
I am not a graphic designer but surely every site should have a favicon. It adds brand to browsers favourites list and generally looks more professional.
And every site should have a robots.txt file even it is blank. Live Search used to not even index a site if the robots.txt file didn't return a 200 found response. Not sure if that is still the case.
HTH
Rob
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