You're right! I checked through my web-host's ftp and the files are under /public_html/blog/ not /wp_blog/.
I use host gator and they have a "Quick Install" feature for the WP plugin, and under the "manage installations" tab it says underneath the name of the plugin the URL as: http://www.ambientar.co.cr/WP_blog/ (although going to that page actually sends me back to the home page).