There could be a few reasons for this issue.
1) Is there an htaccess file on the server, if so, is it configured properly. A further note here, if I am running a server locally, and on the test server there is a htaccess, for whatever reason, when we open a database or recordset dialog, this issue can be experienced. In which case we simply rename the file temporarily for example .httaccess becomes .htaccess(). Remember to rename it back to it's proper name on the live server though! I have never figured out why this happens, but it seems dreamweaver / webassist don't like it, if there is an htaccess file in the root. (?).
2) And quite common, make sure the Database Connection file contains the correct credentials to use any database for your site. Make sure that any tables that are referenced exist in your DB and make sure ALL columns referenced actually exist in the tables you are referencing. This all might sound like schoolboy (or girl!) errors but, a few times when we have updated our DB / tables locally, we have forgotten to apply those changes to the live server...it happens :-) and in such cases we get the issue as you have described here.
3) Further to point 2. In your SQL statements makes sure you are referencing column names properly. Again, If I blink whilst typed I might type:
my-table-column when in fact it should be my_table_column
Hope this helps