Ok, now I know you do have a different version than mine. You can't get to the configuration wizard thru Kazaa (I assume that's what you are trying to do). You have to navigate to the Kazaa program folder in your Program Files, via Windows Explorer.
Once you get to the Kazaa folder, you'll find the config wizard in there. Here's a screen shot.
(p.s. that's not my ugly color theme)