If this is your first time setup your user details, to do this go to "Options" and click "Setup my details". Enter your user details and click "check login" if login is ok click "apply". It won't look like it did anything (but it did), then click the"close" button.
If this is not you first time, then once you load the program you are all set. At the top you should see two tabs one says "internet" the other says "bulk lists". Click the "bulk lists" icon and type in what you want the session to be called. Then click the add button at the top. Follow the direction given to setup the auction. Add as many as you want. But don't forget to save.