Yes the power store files need to be at the root of your Dreamweaver site.
The solution that Neilo proposes is one way to go about it, though Dreamweaver will throw an alert saying the site is contained in another site.
another way to go about it is to separate the sites locally, then put them back together when uploaded to the host.
What I mean by this is to have two separate site in Dreamweaver that each have a different local folder:
On the remote tab of Dreamweaver, set the main site to upload to www folder. and set the store site to upload to the www/store folder.
The error you are reporting is occurring because the power store files are not at the root of the Dreamweaver site.