What are the site settings you are using for this site in DW? It seems that you do not have things properly defined for the site. If the site is defined correctly you should be making site relative links to the pages. Please post back with the details of your site including the local and testing server. I'm including some How To documents that we have on setting up the testing server and defining a site in case you need them.
Setting up a Testing Server for Windows
Setting up a Testing Server for Mac OS X
Defining a Dynamic Site in Dreamweaver