Hmm, this is working for me.
Can you write a simple servlet that calls ServletResponse.sendError(<code>), where <code> is one of the error codes mapped to an error page in your web.xml, and see if your error page is getting invoked?
BTW, if you upgrade to a Servlet 2.5 based web.xml, you'll be able to collapse all your filter mappings into one:
<filter-mapping>
<filter-name>Compress</filter-name>
<url-pattern>*.jsp</url-pattern>
<url-pattern>*.htm</url-pattern>
<url-pattern>*.html</url-pattern>
<url-pattern>*.js</url-pattern>
<url-pattern>*.do</url-pattern>
</filter-mapping>
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