The only way you would be able to accomplish this is to first export a site in DW and then see the XML structure of that file. Then open up the XML file you exported from Filezilla and make the edits manually. XML files are not interchangeable and are used for many types of documents ranging from Word documents to data tables to RSS feeds. You can read more on XML files here: http://w3schools.com/xml/ . Otherwise you may have to re-enter the information manually.
Yeah, you need to make sure the nodes in the XML files are the same.
Not sure I am being clear here - sorry if this is too much detail. But, I exported all my favorite sites from FilieZIlla. This was exported as an XML document. Now, when I got to sites>manage sites>import in CS4 - and try to browse for the file to import - it will not recognize the file with the .xml extension. Do I need to convert this to a .ste file?
>Not sure I am being clear here
You are being perfectly clear as have been the replies (I think). The Dreamweaver .ste site definition export/import format is xml, but the xml export from Filezilla it is not necessarily in the correct format for DW. Unless Filezilla has a specific Dreamweaver site xml format that it can export, simply changing the .xml to .ste is not going to work. You would need to write a conversion utility.