Barbara, when you created your form, did you save it somewhere within your website files with a unique name?
For example: I keep all my site files, photos, graphics... in one folder "my website'. My VSD files go there as well as any add-ins (like a form). So I would save 'contactme.xml' and all the other form files there.
Back in VSD, click on the Flash button (for the flash form) and click/drag a box out on your page. A box will open allowing you to browse to your files. Find your form (XML Document) and click. Adjust size if needed. The Jukebox process should be similar.
You shouldn't need to add anything through the Edit > Add Files.
For your Favicon, are you inserting it at Edit > Edit Header? – with the actual file saved within your site files? I usually just add this in the Index page, but once in awhile I've had to place it on all pages to get it going.
I asked about Site Meter because I see one of those little broken image symbols at the bottom of the page.