If you are using the free hosting plan of Office Live, then you have to use
their templates from what I understand. If you are using one of their paid
hosting services, then go to Office Live and read the directions for how to
upload...probably the directions for using the "connector application",
whatever that is.

Publisher 2007 generates an index.htm file and an index_files folder when
you Publish to the Web, and both the file and the folder must be uploaded to
the host. Generally you use FTP uploading, or HTTP uploading if you are
using a form in your site. I don't know the requirements for uploading to
Office Live.

DavidF