Could be a number of things.
Did you first create a web and not just pages?
Do you have this web open on your disk?
How are you trying to publish, http (requires FPSE) or ftp?
Have you set up the publishing properties?
You need to open the site you want to publish - File > Open Site. CHoose
the site in the "open" dialogue box. then click file > Publish and you'll
beable to connect.
