So when you preview it on your local machine in a browser (F12) all the links work OK? Can you check that all the pages that the menu links to are in the same relative locations on your remote server as they are on in your local site.
Did you move any of the pages after making the menu? If so, did you click 'yes' to update the links?
If the links all work fine in your browser on your local machine, then you could re-upload your pages and CSSMenuWriter folder to your remote server from the Dreamweaver 'Files' Panel.
If you still have problems, could you post back with a link a page with the menu on it?