2
I know it's a stupid question, but I'll ask anyway:
"The file is actually there, isn't it?"
Other (less stupid) questions:
1. Where have you installed XOOPS - local machine or on-server?
2. Have you installed on a local machine and then transferred your site to a remote server?
If it's the latter then check your xoops_root_path and xoops_url in mainfile.php. Actually, check these anyway.