FrontPage automatically checks all folder names (but not filenames) for spaces before it publishes to a server. If you need to use two words in a directory name you must link them with an underscore character (like_this) and FP will be quite happy.
I suggest that you double-check once again, to make sure that you haven't used two words in a folder name - you can forget the individual filenames, although I personally like to maintain the convention of linking with underscores for filenames too. If FrontPage continues to act up you can force it to ignore the folder names by selecting 'File', 'Publish Web' and then clicking on the 'Options' button. Select the 'Publish all pages, overwriting any already on the destination' option and then click 'Publish'.