As of version 2002 you’ll get these issues if the sub-folder is not published (or is published in the wrong location). I recommend that Publisher be used for uploading instead of a 3rd party upload client, because doing so will ensure that the site files are correctly published. Optionally you can opt to not use the sub-folder feature, toggle the option off in Tools, Options, and then save and publish again.
Double-check your file names versus the link url, possibly you aren’t entering it literally the same. This is a common mistake because most web servers are running Unix and Unix is a case-sensitive operating system, while you the Publisher customer is running Windows, which is not case-sensitive. So when you name a web page to a file name of “ThisIsMeInAlaska.htm” and your host is Unix then you will not find that page if you browse to “thisismeinalaska.htm”. Another common mistake is using spaces in the file name. The standard file naming convention for web page is all lower-case characters with no spaces and no special characters, use only dash and under-scores. For example – “myphotos_grp1.htm” is correct naming convention, while “My Photos group 1.htm” is incorrect.
Are you forwarding/framing the true physical location of your site? For example publishing to “www.someplaceoutthere.com/~mysecrethome” but using the domain name of “www.mysitename.com“. Publisher writes relative links, if you visit the url of the physical pages you’ll find the site works fine. You want to talk to the help desk of whomever you ordered the forwarding/framing from, and tell them that your page links are all relative and the framing breaks the page navigation, and can they support the relative linking. The only other thing you can do is to not use the nav bar wizard, opting to do the linkages manually yourself and using absolute links.
In a sub-folder with the same name you named the file when you saved it as a web. Version 2002 introduced an optional sub-folder that gets used by default. As of version 2002 the sub-folder contains all files EXCEPT for the home page (page 1 of the publication). Optionally you can opt to not use the sub-folder feature, toggle the option off in Tools, Options, and then save and publish again.
Possibly the result of having built more then one version of the Navigation Bar wizard on the site. Making what pages are accessed dependent on what version of the nav bar you use. Look at the nav bar on each page very carefully and determine which page has the correct nav bar. Once you know that then go thru the remaining pages and delete the nav bar from them. Then go back to the correct page, copy the nav bar, and then paste that nav bar on the remaining pages.