PokerTracker

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

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.