Update (18-Jan-2011): I uploaded the source for both PathUnwriter.cs and OutgoingStreamFilter.cs in case any one wants it.
As mentioned previously, I wrote an HttpModule to “undo” the path rewriting that GoDaddy seems to do on behalf of a hosted domain. For reference here is the code that does it (PathUnwriter.cs):
/// Clean outgoing path for ISPs that insist on clobbering the incoming path.
/// This module may need to be added *last* so that it's one of the outer-most
/// filters... the filters are created inside-out...
public sealed class PathUnwriter : IHttpModule
//clean-up code here.
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