Hi randum,
The easy fix is to upload a file called blank.html to the site's root. When you downloaded your Milonic menu scripts (and every time you download an update), the compressed file you download contains a file called blank.html, in addition to the .js files etc. blank.html looks like this:
So it is, in fact, blank. As far as I recall, the file is used to prevent some sort of error message from appearing when using SSL (don't remember the details, but it's basically a bogus message having nothing to do with security, and I seem to think it was particular to IE). Anyway, the 404 errors are occurring because blank.html can't be found. By placing the file in the site's root, the file will be available, so it will be found when needed, and the 404 errors for blank.html will go completely away.
Hope that helps,
Kevin