Before beginning work with any design, you should define a new site in Dreamweaver.
Create a new folder named My Photoshop Work and save it anywhere you like (for example, to My Documents, the Sites folder, or the Desktop).
Create a pics folder under your root (My Photoshop Work folder).
In Dreamweaver, choose Site > New Site.
Select the Site tab in the Site Definition dialog box. Type in a Site Name (My Photoshop Work).
Navigate to your Local Site Folder you created above.
Click the Advanced Setting tab and select Local Info. On the Default Images folder navigate to your pics folder you created under the Photoshop root folder.
Click OK to close the Site Setup for My Photoshop Work dialog box. You now have defined you site. Make sure you save all your web pages to the My Photoshop Work folder and all your pictures/graphics to the pics folder.