Where did you ftp the files to for your shop?

Initially to /shop Rolly. Just tried /shop/Wobbly_Nonprofit.

Getting .xml files in my directory Rolly, instead of .php when using file>upload to server.

Just out of curiosity why aren't you publishing your shop instead of exporting it and publishing it manually? You lose a bit of functionality when you do it that way such as inventory management. Try publishing it to your domain to a /shop directory and that should help your shop be more functional.

As for the links either I'm totally not understanding what you want here or you are complicating the heck out of creating a link on a site menu and locations on your current website pages. It's all just links, and you would link directly to the index.php file in the location you have published your shop.

So if you publish your shop to:
http://www.wobblynonprofit.com/shop

Then you would link to:
http://www.wobblynonprofit.com/index.php

It all depends on the location you are publishing your shop to (or uploading it to manually if you insist on doing it that way).

If I'm totally misunderstanding what you want here please let me know that too

If I'm reading you right Mark, your website is here http://www.wobblynonprofit.com

Publish your shop files (and all sub-dirs) to http://www.wobblynonprofit.com\shop

Then your link would be http://www.wobblynonprofit.com\shop\index.php

If you published, or FTP'd to the correct directory that should work. I also use a Godaddy site. If that does not work please make sure your Godaddy server is using PhP 4.1 or higher. Good luck.