Up to and including iWeb '08, it was only possible to publish to other hosts by 'Publishing to a folder' and then uploading that local folder to a website host using a separate FTP client.
From the File menu choose 'Publish to a folder'. You should create a folder somewhere convenient specifically for this and choose it when publishing to a folder: this folder should not contain anything else.
You now need an FTP program (FTP is the 'protocol' used for uploading) to upload the contents of the folder to your server. Cyberduck is free (donation requested): Transmit is $34 but I think better. You will need the server address (your hosting service can tell you that), and your username and password for that service. You can drag the contents of your folder to your webspace, or create a folder there and drag the contents to that if you prefer.