New user trying to figure out how this works

[stranglylucid]

I heard about poker tracker, and it looks awsome, so I thought I would download PT3 and see how it works. Well, I have downloaded and followed the instructions, and everything seems to be working fine, except that it says 0 files to monitor. I have read the documentation, no help. I have searched through for similar problems, and all I found was that I am supposed to create a new database, but I don't know how to do that. I installed version 10, and I still have version 10. Is there an idiots guide, or some sort of instructions that would be usefull to someone who has never used this program before?
Thanks

[Josh]

What site are you playing on? Some sites need configured to save hand histories. Check your site's configuration options to see if it is.