You have used either ARR or ManagedFusion rewriter for IIS. Add your requesthandler to the rules. They can be found in either the web.config
or managedfusion.rewriter.txt
file in your web folder.
Thanks Chris, you pointed me in the right direction. It turns out there are different versions of a Mendix installation manual floating around. There's the one Achiel pointed to, which is available online, and there is an offline version, that uses ARR instead of the ManagedFusion rewriter.
Turns out we're using ARR. Knowing this I was able to find the configuration that needed amending.