This is not a cause for concern. Make sure you have an index.html or index.htm file in the directory. Create a 404.html file in your document root.
Detailed documentation is available.
The following files will load automatically, when a directory URL is requested. I just uploaded my site and some of my images or background don't show up. As with most webservers, DiegoNet's webservers do not support spaces in filenames. The following is a brief description of your filesystem. For those with CGIPerl access, this directory will contain your actual CGI scripts.