Can't change URL of the home page

Hi,

i created a local site, now is time to move it to the online server.
Everything seems fine, but I have the the site into http://www.example.com/wordpress, but I want that is visible in http://www.example.com.

I tried everything: edited it on general settings, on wp_option in my database, but the result is the same: when i go to example.com I find a page (index.php) in which is writte: site under costruction.
– I tried to delete the index.php file via ftp: a fatal error occured (like wp_header not found or something like that).
– I tried to replace it wit the index.php file of wordpress: error 403, no permission to access to this server..

What can I do?