Perhaps review the uploading procedures, and especially the troubleshooting
article here:
http://msmvps.com/blogs/dbartosik/archive/category/1921.aspx
If you still can't figure out what you are doing wrong, then post back with
the specific steps you are taking from the time you choose to Publish to the
Web.
Also do your get an index.htm file plus a index_files folder as your output
when you Publish to the Web? Do you upload the index_files folder in whole,
or do you just pull out the individual files and upload them separately?
Those files need to be contained in that folder, unless you have chosen to
not use a supporting folder in the setup under Options.
Though it should make no difference at all, someone else posted recently
that GoDaddy requires the index file have *.*html extension vs. the default
*.*htm default, so you might save it that way when you Publish to the Web??
DavidF