The first page of the New Session Wizard allows you to select the type of session you want.

"Broadcast a Live Event" is used to start a live stream using a camera or microphone.

"Capture Audio or Video" is used to create a Windows Media file using a camera or microphone.

"Convert a File" is used to convert a non-Windows Media file into Windows Media format.

"Capture screen" is used to create a Windows Media video using a screen capture of your PC.

This walkthrough is for Live streaming, so select "Broadcast a Live Event", click Next, and proceed to Step 3.