I haven't used Pub 98, but I think it works much the same as Pub 2000, in
that when you produce your html content there are no subfolders. Also, I
think that the default index file used an .html extension. Pub 2003 by
default produces index.htm and an index_files folder containing the
supporting graphics and other pages of the site. It may be that you are not
uploading both the index.htm file and the index_files folder?

Perhaps your ISP does not allow subfolders on their free space. In which
case you might go to tools > options> web tab and uncheck Organize
supporting files in a subfolder.

If you are using the FTP uploading protocol, review that article and the
troubleshooting article here:
http://msmvps.com/blogs/dbartosik/archive/category/1921.aspx
and see if that leads to a solution.

DavidF