My blogroll is uploaded to my domain, the permissions on it are set correctly, but I'm still getting a 404 on it. I'll check it out when I get home from work.
Update: I use WebHost4Life for my hosting. Evidently, they don't allow unknown extensions to be downloaded. Since I uploaded my OPML file as a .OPML file, and .OPML isn't a known "safe" extension, nobody could download it. I zipped it up, and changed the link to point to the .ZIP file, and now it transfers just fine.