If you're testing your Widget in a development environment please make sure you're running it on a web server.
Whenever you open your locally hosted website in your browser, the file:// protocol will also apply to the Javascript. This, however, does not exist in your local file system, causing a 404 error.
You can work around this easily by loading the website on a local web server. This enables you to establish an HTTP connection and run your Javascript with the proper protocol.