Hello Teresa!
I've done it couple of times but always with MS Outlook Express (OE). If it's interesting I'll tell you what to do.
1) create page using DW (if you use styles - create it inside the page, don't use separate file);
2) put the page and all necessary images in the folder where OE keeps its stationaries. To know the path open OE, goto Message > New Message Using > Select Stationary... Here you may find all stationaries OE has and path you need (your page must be saved there). On my machine it's C:\Program Files\Common Files\Microsoft Shared\stationary.
Put your files there (try to give names to images similar to the name of the page - for example, mypage.htm, mypage.gif, mypage2.gif, mypage3.gif, etc.).
You don't need to upload any files anywhere!
3) tell OE that you have new stationary. Again goto Message > New Message Using > Select Stationary... and select your file. Now if you press small down arrow next by New Mail you'll see you stationary! You may use it!
If you want your stationary to be the default for all new messages do next:
1) goto Tools > Options...;
2) select Compose;
3) at the Stationary check Mail and select your file by pressing Select...
That's it! Hope it helps (at least you know that you don't need to upload anything).
Good Luck!