Ok... So I've made the jump to CI, but get 'page can't be found' on my server?!

[eluser]littlejim84[/eluser]
Hello everyone. I'm now jumping into CodeIgniter and have a fresh install on my local computer and when I go to the folder it comes up fine with the normal welcome message. Now, I've tried to upload the folder up to my live server (hosted with UnitedHosting.co.uk) and I go to the folder and it says "Page Cannot be Found" (CodeIgniter message) ... I've looked in the config file and made sure it had the correct base_url, but still nothing... I have no .htaccess file in this folder by the way... So what could it be? It works fine on my local, and its exactly the same on the live, except for the different base_url setting.

Please, can anyone help?? I'm dying to get on and code with this thing...