Your post is too vague for anyone to be of much help. however,
An HTML based eBook is very much like building a web site. and "double-clicking" on the "index.html" should open the file in your default browser - displaying it as if it were on a web site. The trick with building a web site (or an eBook) is that all of the content (including other web pages, images, videos, sound files etc.) must be in the root directory. For Activ E-Book that root directory is the "Source" folder.
From your description it appears that your index page is somehow trying to load and display some additional content (that should be in the "Source" folder) - or - it is trying to display some Internet online content that is not available.
You need to re-examine your index file and your eBook construction.
It's been my experience that today's computer users no longer know how to read manuals. My tutorials are full of pictures and simple instructions for that reason.. and still I spend most of my time explaining simple things like "What is a folder?"..
The reason I state you need intermediate or advanced computer skills is not because the program is particularly difficult to use -- it's just that you are required to read.
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