I think you have configured database connection using oledb.
-- If No, Click on Database Tab + Oledb connection + Provider
must be : Microsoft.Jet.OLEDB.4.0.
Now, open .aspx page and you can see the DB link - it is enabled.
To configure a website with DW, you have to create a folder with any name in c:\inetpub\wwwroot. For example, create a new folder and rename is with testsite.
After the prev. step - you have to configure "testsite" as a virtual folder with IIS - administrative tool (control panel).
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