I assume that you unzipped the package to an arbitrary folder? You now need to do the following:
- use the Internet Information Services management utility (type inetmgr in the Start-Run box) to create a new Web site or virtual folder for MonoX. If you are using a virtual folder, make sure that a new application is created (Application Settings section in the Directory tab of the folder properties screen). Note that the Application Pool attached to this application must run under ASP.NET 2.0 or 4.0.
If you already did this the problem may lie in the fact that the default document for this folder is not set to Default.aspx ("Directory listing denied" points to that direction). The code for this page is compiled to the application DLL, so the codebehind file is not needed. Other than that, it just may be that you are trying to access the wrong address - we would have to have more details to give you a precise answer.