Authenticate

Hi! Sorry for the annoyance and I hope that I am writing right this topic couse I am new with this kind of things!
I have uplad the Gallery but now i am on the configuration procedur! I need your help cause I have problem with the Authenticate in reality I don't understant what exactly do I have to do! I used FTP to upload the Gallery2!
Can somebody plsssssssssssss help me as soon as possible?

Thanks in advance! And sorry if you have already answer this kind of question but I didn't find it wherever I looked!