Firstly, how are you publishing your site? It says that you are using iWeb 08, which means that you would have to publish to a local folder first and then upload using an ftp programme such as Cyberduck. Is this the case?
Once you upload, don't click that link. The best way to find out if your site has uploaded correctly is to open Safari and type in the url directly. That is what I always do and never click on the button.
This would suggest that iWeb is not publishing all the pages. When you publish to a local folder, try double clicking the external index.html file to launch the local version of your site in Safari and see if all the pages work OK.
See this page under "Troubleshooting"...