A few times during the Drupal Essential Training video series, I say to copy a Drupal installation by selecting all the files in the folder and then "dragging and dropping" them, either to a server or another location on your local computer. This is not the best way to do so, as the hidden file ".htaccess" will not be copied. Two ways to get around that problem:
The .htaccess file is a place to put custom directions for your Apache Web server. Failure to copy this file usually doesn't cause problems, unless you've modified it in some way. If you find it missing, you can grab a fresh one from a fresh Drupal download, or (if experienced with such things) get the latest version from the CVS repository.
This one was my fault. Sorry for any inconvenience!