When you "Publish to the Web" and produce the web output with Pub 2003, you
will get an index.htm file (your home page) and an index_files folder which
contains your other pages and all the supporting graphics. It sounds like
you did not upload the index_files folder.

I doubt seriously that you have to name your file *.html, as index.htm and
index.html will be seen the same by all browsers. However, if you have to,
then when the Save As dialog comes up when you Publish to the Web, you can
elect to make the default file index.html. But I would leave it at the
default *.htm if it were me.

Reference: Prepare, publish, and maintain your Publisher Web site:
http://office.microsoft.com/en-us/publisher/HA100947601033.aspx
Yes, this is for 2007, but it applies to 2003...especially if you are
running Vista or have "upgraded" to IE7.

DavidF