why I have to save my html file as index.html when using jquery ui?

why I have to save my html file as index.html when using jquery ui?

Hello,
       I am new in jquery ui. I want to use accordian menu. But my problem is when using this accordion menu I have to save the html file as index.html. otherwise the file won't work. what is the problem. I want to save my html file with any name other than index.html

here are the source I have added:

<link rel="stylesheet" type="text/css" href="jquery-ui-1.8.4.custom.css" />
        <script type="text/javascript" src="jquery-1.4.2.js"></script>
        <script type="text/javascript" src="jquery-ui-1.8.4.custom.js"></script>
        <script type="text/javascript">
            $(function() {
        $("#accordion").accordion({
            event: "mouseover"
        });
    });

        </script>
<body>

</body>

it is working fine when I save it as index.html bt other than this the file isn't working jquery ui