In Version 4, the old publishing system has been replaced with a brand new system, based on a 'mirroring' model.
With the new system, you can mirror to an FTP or SFTP site. MobileMe publishing is no longer supported.
If you host your site on MobileMe, then please read the following article http://support.apple.com/kb/HT4686
Before you can mirror any site, you need to setup a bookmark for your host.