Your file may not appear (even if it is in the directory) if its permissions are something else than the correct 644.
IE will only play the file because this is a file that IE can by default open. The same wil happen with a Word file, a PDF file ar ANY other format for which you have the application installed on your computer and IE can recognize it (not in all cases - all computers this happens)
Suggestion: since you have the password protected folderlogin details (whilst i don't) type in your browser
http://www.njcaptions.com/seminarfiles/
This will result in the directory content appearing. Look IF the file is there, and if yes, clik on it. If it gives you again the error Not Found, it is a permissions issue. Connect with FTP or file Manager, and change the file permissions to 644.
Yes, File manager is somewhat slow, as it has a very heavy Javascript embedded. IE will at times provide a warning message . FTP is always MUST faster.
.rtf is Rich Text Format and is a universally recognized text file format, that can be opened in any of the modern software, like Word, Open Office, Lotus, etc, but, most important, it can also be opened by older text processors (when the rtf fomat was the only solution for embedding tables, symbols, and some other basic enrichment features)