Select the Basic tab, and type the name of your site:

On the next screen, select "No, I do not want to use a server
technology", and click Next. On Editing
files part 3, pick the option to edit files on your machine,
and provide the path to the folder where you'll store your site. Then,
click Next.

On the next site definition screen you'll probably specify that you're
going to connect to your host via FTP. Your information will vary, and
will be supplied by your host. (If you don't have a host yet, check
out our tutorial on selecting
a Web host.) The screen will look like this:

After you're done, be sure to click the Test Connection
button to make sure everything's working properly. After that, click
Next. At this point you don't need to be bothered with
check-in and check-out, so just hit Next. Review your
completed settings, then click Done!