I have this little problem, and I haven't seen it before.
I've been using Dreamweaver UltraDev 4 for along time now, without any trouble. But now I can't take a look at my sites offline...
I don't know what happened. It's pretty important to be able to do that, right <img src=../images/dmxzone/forum/icon_smile.gif border=0 align=middle>

This is the message I get:

"Frameset cannot be previewed when the application server is remote.
Would you like to preview the frameset locally?"

It's all new to me, and I didn't make any changes in anything...

Does anyone know what I can do to fix this?

Have you got your 'site' defined properly?
From Site&gt;Edit sites&gt;edit (your site)
You must define the site for local, remote and testing (application) server.
Hope this helps.