If you are trying to use this device as a firewall only and not as a router or NAT device then cancel out of that wizard and follow our transparent mode FAQ.
http://support.dlink.com/faq/view.asp?prod_id=2693
If you are performing NAT then chose either DHCP or static based n what your admin makes available to you.
If you just need it to act as a router cancel out of the wizard, manually change your Interface Addresses IP Address Objects, and change all the IP Rules to Allow instead of NAT.
If none of this makes any sense call 1 877 354 6555 and our free Tech Support line will walk you through as much as possible.