Currently I'm remodeling my site. I have an "under construction" page blocking the home page right now. (Maybe not ideal, but better than having people visit while I'm tearing down and rebuilding the site!) In any case, the real home page ends "home.php" so I will have "http://www.naturalfrugality.com/" redirect there - I have no "index.htm" file in the home directory.

Lately when someone tries to access my site by going to http://www.naturalfrugality.com/ they get an error message saying that there is no "index.htm" file. Why should it matter? http://www.naturalfrugality.com/ redirects to the "under construction" page and leaves "index.htm" out of it. When I looked at my redirects today, my original redirect was missing. What's going on and do I need an "index.htm"?

Well.. it all depends on the redirection type you are using :)

But I didn't find any error on your redirection..
even with http://www.webconfs.com/redirect-check.php it passed the redirection test.

I think you should expose the problem to the hosting company :)

Hey Miguel, I had fixed it before I posted my question (sorry for not mentioning that). It seems that my redirects work for a time and then stop! Thanks though, I will mentioned this to the company if it happens again.