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Are you sure you uploaded teh correct folder?
I seem to remember the classifieds module, after unzipped, you have to drill down to teh actual "classifides" folder, and upload that one.
be sure to open that classified folder, and make sure there is not another one with the same name below it.
When this has happend to me, its always because I uploaded the wrong folder, or the folder did not have the correct name.