Can't get Tiger Geocoder to work in PostGIS

I've installed the PostGIS Tiger Geocoder according to these instructions and loaded in data for the state of New York.

Unfortunately, when I try to geocode something...

ny_tiger=# SELECT g.rating, ST_X(g.geomout) As lon, ST_Y(g.geomout) As lat, 
(addy).address As stno, (addy).streetname As street, 
(addy).streettypeabbrev As styp, (addy).location As city, (addy).stateabbrev As st, (addy).zip 

FROM geocode('350 Fifth Ave, New York, NY 10118') As g;                                                                
 rating | lon | lat | stno | street | styp | city | st | zip 
--------+-----+-----+------+--------+------+------+----+-----
(0 rows)

So that's not great.

I noticed when loading things in I got a ton of errors like this:

Unable to open tl_2013_36123_addr.shp or tl_2013_36123_addr.SHP.
tl_2013_36123_addr.dbf: shape (.shp) or index files (.shx) can not be opened, will just import attribute data.

Is that the problem? How do I fix that?