Hi,
I’m having this problem as well and I’ve done what one of the posters has done:
It’s an IIS setting, you may have to check with your host depending on what sorts of tools you have.
By default, IIS tends to look for index.asp, default.html, index.html, etc. index.php would have to be added to that list for WP (and many other php apps) to work properly.
Thanks
Steve