"The file may not exist, or there could be a permission problem."
Those are what you should check: The path to the CSS file in the page(s) you are uploading - something like:
<link href="css/yourstylesheet.css" rel="stylesheet" type="text/css"> - (if your stylesheet were in a folder called css),
and in Dreamweaver you can view or set the permissions on the folder you are uploading pages to by selecting the remote server Files view, right-clicking the folder and choosing 'set permissions'