The problem here is one of cAsE sEnSiTiViTy.
UNIX/Linux is fussy about the use of UPPER/lower case and will recognize
Index.htm and index.htm as referring to two distinctly different files.
If the Index.htm file is renamed to index.htm using all lower case and
is uploaded to the public_html directory it will automatically be
displayed as the site's index page. As far as all other documents while
you can use upper and lower case at your descretion you MUST make sure
that you the file names referenced in your image tags and hyperlinks
match the names of the files you have uploaded (including upper/lower
case) at all times.
Just to simplify matters the best course of action is often to just use
all lower case characters exclusively both in your HTML and when naming
and uploading your files (and avoid long file names with spaces as well)
however the key is consistancy...if you name a file MyFile.htm you must
make sure to call it MyFile.htm in your A HREF tag (likewize for image
tags) as MyFile.htm, myfile.htm, myfile.HTM etc will all be considered
to be separate files and a call to one will not retrieve another.