Okay, I have to admit that it is not as bad as it might sound in the title - it's just another little detail in the quest to make EU information access easier.
This morning I read my (more or less daily) European Parliament Legislative Observer mail (chose the "Tracker" option to get one on the topics you would like to follow).
In there I found the link to a new Commission document on "Financial information on the European Development Funds EDF" which arrived at the EP.
The page that opens through the link has another link which is supposed to lead to the Commission document with the same name registered under COM/2009/0310 (which exists).
But the document doesn't open with the link provided on the EP site.
I checked the list of latest Commission document which have arrived at the parliament, and there were more examples of documents with broken links, although others were fully functional.
I suppose someone should check the accuracy of linking documents at the Parliament - or hope that anybody using the European Parliaments documentation is also able to work with the Pre-LEX search.