Crystal Reports 2011 & SQL Database connectivity

I have installed CR 2011 on my laptop.It is physically connected to a Server which has Microsoft SQL database.

I cannot pull the database in CR.

I follow this path after I open CR.

File

     New

          Standard Report

                         Create New Connection

                              Select OLE DB (ADO)

                                             Select Microsoft OLE DB Provider for SQL Server

Then it goes to a screen with the following with all blanks.

               Server (Has pulldown but nothing under pulldown)

               User ID

               Password

               Database

Please guide me if I'm missing something or selecting incorrect database.

Thank you.

Regards,

Bardcr2011