I use GoDaddy and have successfully written PHP and ASP
I did not see what type of site you are creating, PHPs are easy to connect to and what I use in most of my work. If you are working on ASP, I had problems that were resolved by using a DNSless connection. The steps for this are in Dreamweaver help under DNSless connection. The MapPath is what will be critical for you as well as will each command in the string you must write.