Site manager won't launch

Ok, I got MCMS installed and I'm going through the evaluation guide and
got stuck.  I can't seem to open the site manager.  I get prompted to
enter a server and ****t.  I read a FAQ that said I could alter the
shortcut (point it to http://localhost/nr/systems/clientui/login.asp)
to avoid that dialog, but it didn't work.  Any suggestions?