Strange error code file does not exists

Hi, been seing several times this in my error log
[Thu Jan 19 16:19:32 2012] [error] [client 176.31.104.41] File does not exist: /home/mysite/public_html/index.php, referer: http://www.marbellasunrentals.com/index.php

I have a rewriterule in my htaccess that tells the server to treat html as php pages.
So I have my index.htm with a link to home that is on all pages, and its called index.htm not index.php
So I dont understand this error, it says index.php does not exists wich is true but the referres is myste/index.php


Also sometimes I see error like this:
[Thu Jan 19 23:34:20 2012] [error] [client 213.205.232.76] File does not exist: /home/mysite/myweb/406.shtml, referer: http://www.google.co.uk/search?q=villas+in+marbella&ie=UTF-8&oe=UTF-8&hl=en-gb&client=safari

Can anybody explain this please.
Thanks

It looks like you have mod_security module which is blocking some requests to index.php (index.html) that is why you receive 406 and 404 errors.

Thanks, sorry didnt see somebody answer I said bad, I dont have a rewriterul I have an addtype, this is from my .htaccess
AddType application/x-httpd-php5 .htm .html
RewriteEngine On
RewriteCond %{HTTP_HOST} ^marbellasunrentals\.com
RewriteRule (.*) http://www.marbellasunrentals.com/$1 [R=301,L]

As you can see I have all html pages read as .php by the server, however index.php does not exists therefore I dont understand how I can have index.php as a referer.
I enterered index.php and I am refreshed with my 404 error to index.htm and the error in the error log was normal, without any referrer.

How can I check if I have mod securiry blocking?
I only have access to .htaccess

Just spoke to the host and he said yes the 406 error is due to mod_security and that is due to bad referrers......
He found that that ip is on a blicklist, spamhaus I think it was,
so it was blocked....I dont think this is correct as properbly its a adsl provider and just a normal person that found us in google.
Is this a normal practice?