Page is a not externally linkable
bill - 7:27 am on Apr 15, 2009 (gmt 0)
That said, if you you still need to work with FP then you might be better off to simply open the host site with a standard FTP client to see if you can connect. Create the folders FP is asking for manually and see if that doesn't work. If the site doesn't use components like form handlers and the few other things dependent on FP server extensions, then you could safely publish the site to your local machine, and then FTP the whole lot to the server.
The last version of FrontPage was released in 2003. FrontPage has been discontinued. The replacement is Expression Web which is already well into its second release. Expression Web can work with the old FP extensions, but it is designed for a SharePoint server. FP extensions are no longer supported at many hosts as they are problematic.