The Page Cannot Be Found error

[cogloose]

I've set up a Page (or portal) within Cognos Connection and a Cognos Navigator on the page. The reports which appear on the page take the user to a 'The Page Cannot Be Found' screen on the first attempt. If the user then refreshes the page the links work. There are no issues running the reports from Cognos Connection itself - just when they appear in a Navigator on a Page.
We have a distributed parallel environment and I think this is where the problem lies - but not sure where or why. Any ideas appreciated.