Did you rename mygame.js? If so, you will need to edit index.html as well. Alternatively, it could be a problem with the actual name of the choicescript directory (either because you are using old files in a new directory or because of an error from choicescript as they updated the files). Either way, it sounds like a filing problem rather than anything to do with your code.
Edit: I just re-read your post and I guess it could be the shortcut you use to load the game. That probably needs updating as the file name will have changed.