My website doesn't have insert.php or script.php to store user submitted data?

[Britt babe xxx]

What should I do? I'm trying to set up a commenting/e-mail system.

I have no idea what to replace it with in this code:

<form action="insert.php" method="post">
Name: <input type="text" name="name:" />
E-mail: <input type="text" name="e-mail:" />
Comments: <input type="text" name="comments:" />
<input type="submit" />
</form>

It says it can't find mysite.com/insert.php.

I have a MySQL database made, here's the code to connect it:

<?php
$con = mysql_connect("localhost","username","password");
if (!$con)
{
die('Could not connect: ' . mysql_error());
}

mysql_select_db("my_db", $con);

$sql="INSERT INTO Users (Name:, E-mail:, Comments
VALUES
('$_POST[Name:]','$_POST[E-mail:]','$_POST[Comments:]')";

if (!mysql_query($sql,$con))
{
die('Error: ' . mysql_error());
}
echo "1 record added";

mysql_close($con)
?>

What do I replace insert.php with?
Where do I upload the files to? Like what folder?