Widget dependent files in Dreamweaver CS5

[hugorganista]

I'm trying to add a widget in dreamweaver CS5 for Mac called "Spry Content Slideshow Wanderlust" and I added it on my site. Then a screen like this popped up when I was about to put the site. http://i54.tinypic.com/23ussb8.jpg

Where do I find these dependent files and where in my remote server do they go? Thanks!

 

[hugorganista]

Can anyone please help? I've been trying to install this thing for weeks!
I need to know how to install it. What I'm doing is going to insert > widget > Spry Content SlideShow. It's the widget I downloaded from the Widget Browser. What do I do from here? Whenever I Put the site to the server it shows up asa bunch of pictures stacked up. I know I need to add more files somewhere but I don't know where. Anyone please help!