CSflim mostly said it. You need read and execute permissions on the directory itself. Most websites don't leave things this open though so you're limited to reading the files linked to in html docs. It isn't always locked though, sometimes just obscured by a default html that makes it less obvious. Give leaching/ripping programs a try.
A rare alternative these days is FTP. If you can connect to
ftp://www.sample.com/, or substitute ftp.sample.com, or just sample.com, look around for the www and whatever directories. FTP is rarely left open by careful admins these days but it's something to try.