Your message is not clear but from what I understood you mean you click on something and the page changes to a "Connection was reset" message. It happens sometimes when browsing some not so secure website or it is one that violates your specific country laws.
Your connection probably has just been blocked, but it does not really differ from error 404. Some contries (COUGH!! china COUCH!!) show different error message than the current error was, just to kill any doubts that the gouvernement is hiding something from you. o-O
Also that message can happen once in a while when loading any website. Most of the time a simple page reload (or F5 key) does load it correctly.