In your site definition, on the Local Info tab, there is an Option for "Create Links relative to:"
the choices are "Site" and "Document"
Choosing "Site" causes Dreamweaver to use the virtual() function when including files such as the connection.
The php virtual() function acts differently on different servers, some servers don't support it altogether.
If you chose the "Document" option, it will use the require_once() function for including support files like the connection. this setting is more widely supported and will create document paths that are interpreted the same on all servers.
Set the "Create Links relative to:" option to "Document" for consistent paths.