If the site does not allow you to view it's list of files, then I don't know how else this could be done.
Finding/viewing files hosted on a site/url is based on the links provided by other pages such as the index.html file. If there is no reference to the other .html (or whatever else they might be), then I can't see how you'll be able to find them.
In addition, if there is no index.html, default.asp e.t.c file (usually loaded first when the site is requested by a client) then depending on the web server configuration, you'll either get a listing of all files in that dir, or an error page.
Hope that helps!
