For Send To Web, there is usually no config required out of the box. Does this problem occur for other displays as well?
Perhaps remove any unknown factors - open the Prognosis 10 GUI on the Prognosis 10 server console.
Then copy the display to the local file system into "My Displays and Configurations" folder, so it's not on a shared network drive.
Then, get same error? - after "Test Connection" or after clicking "Publish"?
What's the exact wording of the error?