Why are my IIS 7.5 HTTP error pages blank?

I recently upgraded to Windows 7 and while doing some IIS tinkering I noticed my HTTP 404 page was blank. I was getting a HTTP 404 header back in the response so I was a bit confused. It ends up when I turned on IIS I missed checking the HTTP Errors check box in the windows features.

I created a short tutorial showing what I did as well.

Hopefully this might help someone quickly figure this out :-)