This error points to a problem in the Dreamweaver site Definition Testing Server settings.
Going by the error, the URL Prefix on the testing server tab is set to:
This will only work if Access is set to FTP and an FTP connection can be made.
when you test a database connection, it tries to connect to the testing server and create:
Then browse to that file.
My guess is that on the testing server tab, you set Access to Local Network and are using a local path such as c:\inetpub\wwwroot\mySecurityAssistSite
in which case the URL Prefix would need to be:
If you want to use the remote server for testing, you need to use the FTP Access method and make sure that an FTP connection is made before testing the database.