is not to use the 'File, save as' system at all.
What you need to do is publish your site to your hard drive - usually to a folder called 'My websites' in 'My documents'. Have your site open in FrontPage and go to 'File' and select 'Publish site'. Now browse to the location where you want to save the site and publish it.
You now have what is called a local copy of the site, and from now on it will just be necessar to click the 'save' icon on the toolbar when you make changes. This will automatically save your changes locally.
When you're ready to upload your site to the server, select the 'publish' option as before, but this time elect the server location as the destination. You'll get a dialogue box where you have to enter the server address, and your username and password. This time, when you click the publish button the site files will all be sent to the server, and you'll have two copies - one on your hard drive and one on the server. Each time you open FrontPage it will load the copy of the site that's saved locally, and all changes will be saved there, ready to be published to the server. In this way you'll always have two identical copies of your site, and will overwrite the server copy with the local copy each time you publish.