It's because you are using direct urls in dreamweaver, instead of relative
In dreamweaver you need to go to Site -> Edit Sites. Then choose the site which you are working on and click on Edit. This will open a new screen. From here, simply set the Local Root Folder to the folder where all files for that site are saved.
This should correct all urls to /pagename.htm
Alternatively, you could hand-code all the links etc as this ensures you know exactly what is going on
Hope this helps,
Craig