Before jumping right in and beginning to create a new web page in Expression Web, make sure that you have created a new web site first. If you’ve already done this, you can skip over this step. If you haven’t, it only takes a few additional minutes.
On the Expression Web toolbar, choose New from the File dropdown list and then select Web Site. (Click on the following image for a larger view.)

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In the dialog box that pops up, pick the option for Empty Web Site. Select this choice even if your current plans are only for one web page in this site. You never know what changes you might want to make in the future, and picking this option now will save you some trouble later on.
Before you exit this screen, go ahead and give a name for your web site in the area where you are asked to specify a location. Expression Web will always prefill this area with a default location and name, but the name it picks may be meaningless to you. Instead of accepting the default, take the extra moment to give it a name that will make it easier for you to find the directory when you want to make changes.

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Once you click OK, your web site will be created.