Laurie_ on "Error: require(./wp-blog-header.php) no such file or directory"

Hi,
I have just taken over a site and changed its hosting to within godaddy, I used the filezilla uploader which seems to have worked fine, when I visit the site I have the error message:
Warning: require(./wp-blog-header.php) [function.require]: failed to open stream: No such file or directory in D:\Hosting\11283875\html\index.php on line 17

Fatal error: require() [function.require]: Failed opening required './wp-blog-header.php' (include_path='.;C:\php\pear') in D:\Hosting\11283875\html\index.php on line 17

I searched through all the files I was given by the previous owner, and could not find the wp-blog-header.php file, So does this mean that the previous owner has not given me a complete copy of the wp files or is there something I'm not doing correctly?

Thanks,

Laurie