Ok - so this one probably wins the 'Most stupid customer of the month' award.
I got a phone call from a very distressed customer (whose site we host). He informed me that his web site had been compromised. So, understandably, at this point my arse twiched. I ask him /why/ he thought the site had been compromised. The answer? People could download files (html/images) from his website.
It took quite a while but I eventually convinced him that this was a feature rather than a bug