I added the code to my .htaccess file to be able to get to my stats. The first time I tried it, it worked, but then I got my WP 404 page. Every time I load the /stats directory now, I get the WP 404 page.
I double-checked the .htaccess file and it is correct. To make sure that I didn’t screw up the line endings, I even edited and saved it in vi just to make sure.