A substrate is provided with a coating of material which is substantially transparent to the wavelength of the projection beam. The coating may be thicker than the wavelength of the projection beam and have a refractive index of the coating such that the wavelength of the projection beam is shortened as it passes through it. This allows the imaging of smaller features on the substrate. Alternatively, the coating may be used with a liquid supply system and act to keep bubbles away from a radiation sensitive layer of the substrate.