There are many files that are placed in the Bugzilla directory area that should not be accessible from the web server. Because of the way Bugzilla is currently layed out, the list of what should and should not be accessible is rather complicated. A quick way is to run testserver.pl to check if your web server serves Bugzilla files as expected. If not, you may want to follow the few steps below.
Be sure to check Section 2.2.4, “Web server” for instructions specific to the web server you use.