There is every likelihood that your database connection will be fine when accessed from your live site, and completely understandable that you will get the error message when testing from within Dreamweaver. It can be done, but usually this would be by arrangement with your hosting company, or by a special accommodation in your control panel. It is a security measure.
I'm not keen on uppercase letters in URLs (my preference) - and there doesn't seem to be an accepted naming convention at WA at the moment. Power CMS gives the admin folder a small 'a', and PowerStore, an uppercase. It's the same often with images/Images, - broken links 'live' that appeared to be working just fine locally.
If you do have problems with the connection later on, check out Office Guy's links, and if problems persist, then post back.