The first step is to open Front Page 2003.  Next, click on File>Open Site> and the window you see below will display.  Next, type in the url for the site that you want to open as indicated by the red arrow in the site name box. 

After you have typed in the name, click on open and in a few seconds the user name and password window will open

Type in your user name and password, click on OK,  and the remote site on the server will be open live in Front Page.  The next step is to publish this live server site to your computer.  Click on File>Publish and the window you see below will open.  It is important here to note than when you are publishing from the server to your computer, that the server becomes the local site and your computer becomes the remote site.  Make sure you have File System checked.  You can use the browse button to locate where you want to publish the files to.  Next, click on  the Publishing Tab

Clicking on the publishing tab will open the window that you see below.  You will want to publish all pages, overwriting pages already on the destination.

Once you have made your selections and click on OK, the window below will open telling you that a site does not exist at that location and would you like Front Page to create one.  Say yes.

Once you have clicked on yes, Front Page will open a window like the one below with all the files to be published from the server (in this instance local web on the left pane) to the remote web (in this instance, the empty pane on the right)  Once you click on "Publish", the files will be downloaded from the server to your computer and the transfer of files is complete. 

 site

You should now be able to close Front Page, then re-open Front Page, and click on File>Open Site>then navigate to the location where you saved it, and open it in Front Page.