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Yes! You can make as many changes as you want before rebuilding. The text box will appear each time you should rebuild your site. You can ignore this until you are done making all of your changes and do ONE final rebuild.

When you need to rebuild, click the Rebuild Site button in the Weblog Toolbar (Left side bar). A pop-up window will open giving you the choice of either rebuilding your entire site or only one of your archive types. Select the rebuild option which best suits the changes you have made to your content, and press the Rebuild button. Rebuilding pages for a specific archive type is naturally faster than rebuilding your entire site.

You should rebuild your site whenever the yellow text box tells you to do so.

This will happen if you delete/add categories or delete entries categories.

When you make changes that affect the display of your weblog, involving areas such as templates, category labels and so on, you will need to rebuild your pages to see these changes reflected on your public site. Rebuilding is the process of merging templates with weblog content to publish pages that visitors can view in their browsers