GoLIve>Dreamweaver

I have developed my Website in Adobe Golive S2 and would like to export the whole site to Dreamweaver.
I can't find any way to do this.

Export do Dreamweaver?, there is no such thing.

You can simply add your GoLive site to Dreamweaver's site listing. Both use decently code and both can work in harmony with each other.

I use dreamweaver for a club site but sometimes let GoLive do some simple edits because, for some tasks, it is nicer to use.

If it is templates and other technical aspects there is a guide here

http://www.adobe.com/devnet/dreamweaver/articles/migrate_golive_dreamweaver.html

I know that Dreamweaver CS3 comes with an extension on the disc that adds an "export site to dreamweaver" to the file menu in golive.

I think it only comes with DW CS3. You didn't mention what version of DW you're switching to.