[Help]Server Connection Error

ok, im using one of the video tuts that Kekku posted (thanks, they were alot of help) but when i get to this part (See attatchment 1) idk what to do. SMSE open up like this (See attatchment 2) and f i input what i want me server to be called (GunZDB) then it come up with this (see attatchment 3). Do i need to make a database and then connect to it? i dont understand what to do here, but the rest of the TUT is very helpful. Can anyone help me? (if you can, add pictures, im not very good at following written instructions).

Thanks

Attatchment 1:http://img519.imageshack.us/img519/6...9992st5.th.png
Attatchment 2:http://img519.imageshack.us/img519/5...3871wz8.th.png
Attatchment 3:http://img222.imageshack.us/img222/4...5955op0.th.png

u logged in wrong, u need server name as ur current user name[username is sa] password u put that in[the one when you first installed mssql] then put authentication to sql authentication

i still dont get it, and it didnt ask me for a password when i installed it...