Have you updated the links in your database? Are they still pointing to your live site?
Sorry, I will elaborate.
If you download your database you will see that the url for your live site will appear several times. For example:
INSERT INTO `wpfr_options` (`option_id`, `option_name`, `option_value`, `autoload`) VALUES
(1, 'siteurl', 'http://www.yourwebsite.com', 'yes'),
The quickest way to change these references to your live site is to do a search and replace for each instance of the old url.