Do you have a site defined in Dreamweaver?
have you created a new document and saved it to the site?
Is that document open in Dreamweaver before starting the CSS Sculptor wizard?
make sure to define a site first. For details on defining a Dreamweaver site, see the learning resources page:
resources.php
once a site is defined, create a new page, save it to the site and have this document opened before starting CSS Sculptor.