I'm not sure how basic to start but:
are you running this on windows, linux, etc...
did you make sure the server is running (how - depends on what OS)
Are you trying to browse a file locally on your own system with the server?
Is the document you are trying to load accessible from your server root? (defined in your httpd.conf file).
If it is are you browsing through
http://localhost/... ?
There's a lot more to check but it's hard to tell exactly what your problem is.