The folder structure of your website is very important in DreamWeaver. You will need to create one folder that will contain all the files and subfolders of your website. Please keep in mind, all the files and folders in this folder will be uploaded to the server however the folder itself will not.
For more information on using DreamWeaver CS5 please see the following tutorials:
For more information on transferring your files using DreamWeaver MX please watch the following video tutorial: