Go Daddy Managed WordPress hosting is a completely different animal so that changes everything: http://forum.ait-pro.com/forums/topic/gdmw/ They used to allow you to add anything you wanted under the /wp-content/ folder so maybe that is no longer allowed? You are restricted in the website root folder and are only allowed to edit the following files so I am not sure how you were even able to upload a file to the root folder? Since you have GDMW hosting then contact GDMW support and ask them if you are still allowed to create folders under the /wp-content/ folder.
This feature means you can only edit the following directories and files on Managed WordPress accounts:
/wp-content
wp-config.php
.htaccess
favicon.ico
You can also edit any directories or files you upload yourself, such as a php.ini file.