This is a common problem among new users.  When trying to connect to your website within Expression Web sometimes errors will occur.  Here are a few steps to take.

1.  Contact your host and confirm you have the correct address, username, and password

2.  If using FPSE (FrontPage Server Extensions) make sure the address starts with "http://".  If using FTP then the address will start with "ftp://"

3.  If you are receiving a "port 21" error when trying to connect using ftp toggle the option "Use Passive FTP" in IE - Tools - Internet Options - Advanced

4.  If you are running any Anti-Virus software try disabling it for a few minutes and try to publish again