The regex is not supposed to match that URL. The regex only matches if "pg" is set by the URL. That URL doesn't do this but it would match this one:
http://www.goldwatches.com/watches.asp?Brand=11&pg=0
If you want "pg" to be optional, change line 3 to:
next_site_pages = findall(r'\?Brand=\d+(\&pg=\d+)?',site)