Once the connect button has been clicked a connection bar will appear just below.  There are three pieces of information that need to be entered here: the host (domain), the username, and the password for the hosting account.

Also note that there is now a second connect button labeled with a lightning bolt.  It appears on the connection bar just after the hosting account settings.  Once the settings have been filled in this button will become active.  To connect click this button.

To continue this tutorial click the new connection button in the screenshot below.