Cannot find server error

<i have installed the gallery 1 and did as i was told but once i came to the configuration part i cannot seem to manage to do anything.

this link http://www.example.com/gallery/setup/index.php does not work. when i put it in my browser it says Page Cannot Be Displayed like it doesnt exist.

Im so new to this and i have no idea what to do now ...i just need help to get Gallery for me.
thanks
ana>
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The following information is required to get an answer:
Get this information from the PHP diagnostic (in the configuration wizard).
Gallery URL (optional but very useful):
Gallery version:
Apache version:
PHP version (don't just say PHP 4, please):
Graphics Toolkit:
Operating system:
Web browser/version (if applicable):