ColdFusion is a server side include I think.
Dreamweaver is for making websites. (what i use)
Fireworks is like a less-advanced version of Photoshop, which is mostly good for rollovers and crap.
And Extension Manager is the free Macromedia download for your downloads. It installs crap easy for you.
In response to Cowie, Imageready is what I use. It comes with Photoshop 5,6, and 7.
You can also try Adobe LiveMotion. It's a simpler version of Flash...