I had tried this but I tried again and it still didn't work.  And I just noticed that on page 828 of David Sawyer's Dreamweaver Missing Manual there's a "Note" describing this error and claiming the site's been set up regardless.  This isn't my experience.  Somehow, I have to be able to enter Sawyer's designated name and URL without getting the error.  Also, finally, the reason I didn't get a reply button for Nancy O's reply was that I was logged into Adobe's product purchase site using another email address and password.

Yes, that's exactly right.  And every time I get anywhere close to the Name and URL that Sawyer uses for his tutorial, DW restores the mistaken \ and issues an error that / cannot be part of the path definition.  No strategy I've contrived enables DW to forget about the initial error.

That deletion was my first response to the problem.  It occurs to me that Sawyer encountered this problem with a correctly formed URL.  Therefore, the fact I ended a URL with a \ instead of a / may be a red herring.  I'm wondering if the problem isn't the URL Sawyer wants placed in the Local Site Folder: http://www.cosmofarmer.com/cosmo_shop.  This isn't "local".  Sawyer is demonstrating a testing server, but I'm wondering if that URL isn't appropriate for the New Site process.  In that case, the reason DW states that the error is a / that's not appropriate for the path is that it's the second / in the URL beginning http:// and that address in its entirety isn't appropriate.  This all occurs on pages 823-826 of Sawyer's "DW4.0 The Missing Manual".

Nancy, the primary pertinent information in your screen prints is that the address in the Local Root Folder is indeed local; its on your C drive.  The address Sawyer wants to use is a URL for a remote site.  I think this is the underlying problem, and I'll try to proceed in his example to see if the error can be ignored as he says.  Also, I'm using DW5.5.  What worked in DW4 may not work in DW5.5.  Particularly, there's the issue of why I can't clear the initial URL with the erroneous \ in its path from DW4's files; whereever that may be.  Deleting the WinFileCache*.dat file didn't have any effect.

I agree.  Nancy has been a great resource over at least the past year.  With respect to the immediate issue, if worse comes to worse and I can't get around the problem that David Sawyer himself encountered, then I'll try your solution of not defining the site needed for the test server.

I just noticed the "correct helpful" markable category.  I'm giving you this credit because I've discovered that if I skip this step in McFarland's exposition of testing servers, it doesn't diminish his subsequent pedagogy.

Please see my reply to Adninjastrator.  Thanks again for your very much appreciated attention to this problem.