I have an ASP.NET MVC application where the default page should be index.html which is an actual file on disk.
I can browse to the file using www.mydomain.com/index.
Sorry for resurrecting this mummy, but i don't believe this issue was ever a default document issue. In fact you probably don't want to have a default document set as many of the other answerers have stated.
Had this problem as well, a similar problem. the cause of my issue was that the Application Pool for the site was set to use .NET Framework v2 and should have been set to v4. once I changed that it loaded correctly.