^ Use jsFiddle, jsBin, or a link to your site. Nobody's going to open a .zip file on these forums, sorry.
Most PhoneGap projects don't need PhoneGap to demonstrate their Jquery Mobile problems. (Nor do they need PhoneGap to proceed with development. Let me make this suggestion again - it's a lot easier if you first develop it outside of PhoneGap, which for most PG projects is just a needless complication until you are done and need to package it as a native app.)
Did you try any of my suggestions? Did you just try it in Chrome and IE10 desktop and mobile without PhoneGap? did you use an web inspection tools such as Chrome Dev Tools, etc.?
Where do you see this error? Some popup? Javascript console? Somewhere else?
Is this just a simple page link where jQuery Mobile is doing it's usual Ajax page loading, or are you handling the Ajax yourself?
I'm guessing from that error message that the server returned an error response or the local resource was not found, and (if you did the Ajax yourself) you didn't provide an error callback. If a simple page link where JQM is doing it's normal Ajax load, I'd suspect you are using relative URLs and have a directory structure, descended into the directory structure, and once you do so your relative URLs are no longer valid.