The error message (example below) that is returned as a result of the failing component monitor can be included as part of an alert using the ${StatusOrErrorDescription} macro. This should work for all HTTP errors thrown by the web server, such as 404 Not Found, 500 Internal Server Error, etc. If there's some specific text on the page when a failure occurs that's unique to your application you'd like to include, I would recommend looking at Web Performance Monitor. It includes the ability to take screen captures as part of any web request failures that occur.
