Hi,
This sounds like a couple possible issues. The first being your using a shared server and the server is "busy" and having trouble uploading the file. The only cure for that is to restart your FTP and hope you get a better connection or contact your webhost for an alternative upload method(secure FTP, etc...). The file can't be linked to from a browser until the entire file has successfully loaded to your website.
The second possible problem is testing the files online and locally in a browser window. You may need to clear the browser cache for it to load the most recently uploaded file to the server. It could be loading or trying to load a cached page.
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