I'm using Visual Studio 2005 on a Windows XP SP3 machine and recently have come accross a some what strange issue.
I have a C# and ASP.NET project that runs fine when on the team test server and using IIS locally on my own machine. However, running it using the in-built Visual Studio ASP.NET Development server it doesn't seem to serve all the images/scripts/css files all of the time. When I load a page one time images A, B and C will be missing and I may get a system (sub-package) error however loading it again all those images will be there and the sub-package will work but a CSS, a script or any other image file may be missing.
The Windows event application log seems to show occasionally the missing files will be logged but this isn't consistent either.
It happens to me all the time; I think the reason is that the ASP.NET Develoment server is not a very good HTTP server, and when receiveing too many requests, it drops some ones.
Since it is also very very slow, I configured vs2008 (you can do that with vs2005, of course) to use ASP.NET for debugging; it works far better that way.
To do that:
Project -> properties -> Web (last tab) -> Server. There are three alternatives: Use Visual Studio Development Server; Use local Web IIS; Use custom Web server. Choose the second. (not sure about the exact english names: I have the Italian version of VS).
Check the page in Firefox/Firebug or with IE8 and see if the paths to the files/scripts/images is correct or not. A common problem when switching between the local dev webserver and IIS hosted pages is that the paths may not resolve the same. You can fix this sometimes by using the "~" character before a path in the asp code.