You have not provided enough information to diagnose the problem, but I suspect it is a web server configuration issue (like the web server is not configured to have its root at /home/wwwroot/default, or that index.html isn't the default file for a directory, or some such thing).
Try looking at the web server log to see if it indicates what is wrong (it may show you the actual file path that it is looking for, for example). You can also check the server configuration file to make sure that it is set to the right place.
In any case, it is not a MathJax issue, but some sort of server issue.