Hi Philippe,
I was able to backup the course from the GoDaddy site and restore it to the new Moodle (same version 2.2.6+) and, now, the links in the course to the graphic file from the HTML file work. Not sure whether the problem is how GoDaddy has their sever configured for PHP (this is my guess) or whether there was a problem with the original install (I had nothing to do with how Moodle was installed so not sure).
Dan