This error message means that the signup page is not found
See this link, here is described how you can create the own signup page.
http://wiki.mikrotik.com/wiki/User_Mana ... ser_Signup
so you should do these things:
* create "umfiles" directory. (Note: The name "umfiles" has to be so, not otherwise)
* create "signup.html" and "signup_pay_form.html" (for content see this link) und insert these files in "umfiles" directory.
* download the file "general.js" from this link and insert it in "umfiles" directory too.
* insert the "umfiles" directory in "file" directory from RouterOS.