If you are using Beta 3, you need to create the /web/server2/data, /web/server2/data/ecommerce and /web/server2/data/ecommerce/product subdirectories. They were missing in Beta 3 but are in place for OpenACS final release, due next week.
If you are using the download module, you need to create the /web/server2/download directory as well. (this has been fixed for the final release)