Googlebot finds non-existent URL within blog directory

When checking Google Webmaster tools, there are 5 URL’s being shown as “404, Not Found”. All the blog pages are being indexed and cached fine. And the URL’s listed as “404 not found” are wrong because they end with a “index.shtml”. There should be NO “index.shtml” extension.

Example:

1 http://www.sitename.com/blog/index.shtml
2 http://www.sitename.com/blog/2008/index.shtml
3 http://www.sitename.com/blog/2008/05/index.shtml
4 http://www.sitename.com/blog/category/index.shtml
5 http://www.sitename.com/blog/tag/index.shtml

If the “index.shtml” is removed from the first 3 listed, they do exist and show fine in a browser.
For the last 2, /category/ and /tag/, these pages do not exist with or without the “index.shtml”.

I can not find where the “index.shtml” is coming from. I have checked the sitemap and the source code for these URL’s and have not been found.

Any suggestions would be appreciated. The blog is part of a larger site where the sitename URL is http”//www.alleventsadviser.com/index.shtml. However the blog directory does not reference any URL with the “index.shtml” as part of the address.