This error is typically displayed in the following two cases:

Your Web site is password protected

1. Review the article How To Set Up Directory Passwords and verify that the directory you are trying to access is not password protected

You do not have an index / default page in the directory, so the server is unable to find a file to display.

Verify that you have an index/default file in that directory – the most common ones are index.htm and index.html.