Take a look in this directory for the wasap_wizard.js file:
Hard disk: Users: <Your User Name>: Library: Application Support: Adobe: Dreamweaver CS4: en_US: Commands
Find the dw.closeDocument(tempDOM); in the apply template section of the buildPages function and delete that line.
IT WORKED-better than sliced bread! I am copying the instructions above so you can reference this message the newbie that contacts you since the answer isn't as buried.
Have a great day, good luck surviving all the new users from the big sale