I found a really simple solution - but it may not work for all.

I love this component and have it on two sites. But one of them was throwing up the "Page doesn't exist" error whenever I went to index.php.

After a lot of examing I found a solution. In both cases I used static items in the main menu (they are small sites) and on one I had deleted out the frontpage item that got loaded by default by fantastico - on the other it was just unpublished.

So I replaced a frontpage item in the main menu (in position 1) and even though it wasn't published and didn't show Artio worked perfectly. I guess it set up to expect the frontpage - although I don't always use it.

I hope this helps someone :)