Reshow contents on page reload History.js

I’ve been trying history.js and it works well. However, when I reload the page it says not found. Here is the code:

<body>
MAIN NAVIGATION
<a href="#" link="hello">hello page</a>
<div id="mydiv"></div>
<script>
    $("a").click(function() {
        var page = $(this).attr("link");
        history.pushState(null, null, page)
        $("#mydiv").load(page + ".html");

    });
</script>