/Looks/ right...
Can you take a look at the package generated to see if the index.html file is being copied over? If using a real device, I like to use iPhone Explorer to verify that things are really there (or not). If using the simulator, you should be able to navigate to the simulator directory (I don't remember offhand; google it) and get into the package to verify if it is there.
If it is there and the error is still occurring..., ouch? Might have to look at AppDelegate.m and MainViewController.m to see what's going on.
If it isn't there, then clean the project and try to rebuild. If it still isn't there, then maybe it would be a good idea to create a new project and see if that works?
<projectExplorer.tiff>