The most common problem with web pages is how they are named. Most web servers are "case sensitive". This means the server will think that "mypicture.jpg" is a different file than "MyPicture.jpg".

A couple good rules of thumb are to make sure you use all lowercase letters in naming directories and files, and that you don't use any spaces in the names of either folders or files. Following both of these rules will usually cut out a large number of all your Error 404 problems (error 404 explained later).