Most likely, you are running a text editor (like Microsoft Word) during the construction process and sending the HTML pages via FTP while the file is still open in the text editor. If you leave the page open in the editor (especially Word), FTP (especially WS-FTP) doesn't have anything to read and thus send to the Star Dot Hosting server other than a filename.
The Browser, in turn, doesn't find anything. Close the documents in the editor first and save them. Then, FTP to our server and the Browser should find the pages without incidence.