You need to configure your routes in /protected/config/routes.conf.php think of this config file as your mod_rewrite ... it tells what url goes to what controller...
The example below demonstrates the "default page to load on the root directory... it will load the index() function found in the HomeController...
$route['*']['/'] = array('HomeController', 'index');
Or if you need to pass a querystring along with your URL... then you use /:QueryStringName
$route['*']['/some_page/:someQueryStringValue'] = array('PageController', 'my_paging_function');
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Also make sure the correct controller exists in the /protected/controller folder
Its important to note, that the route URLs should not end with forward slash