I highly recommend that everyone do the extra work required to set up a test site so you can try things out first before making them live.
A good approach is to upload the entire site to a test directory on your server where you can test everything.
however if you have absolute links on your pages like "http://www.mysite.com/index.html
" that that won't work.
An alternative would be to have a secondary web account somewhere, perhaps a free web hosting account, where you can upload and test stuff and try it.
Now, another alternative would be to set up a webserver on your local pc for testing, which is becoming easier and easier. There are different approaches depending on what technologies you use on your site (php, mysql, etc.)
Assuming you are using windows, you might start here: http://en.wikipedia..../Comparison_of_WAMPs
And a reasonable choice would be XAMPP (for windows or linux or mac):http://www.apachefri...ds.org/en/xampp.html
Note that this may very well be overkill for what you need - there are also link checkers that may be more than enough for you if you don't use any scripting, databases, forums, etc. Hopefully people will post some more site checking type of link checkers soon - i look forward to seeing them. Some html editors include such tools (for example Dreamweaver).