I think that error is from the primary connection tab. The primary connection is required and must be filled in. Please send a screen shot of both tabs if you continue to have issues so I can review all fields in the interface.
The primary connection is the only required one. It should point to the testing server defined in dreamweaver and it is used to connect to your database while using dreamweaver. the Additional Connections tab is for use if you have a second live server with different connection information. It is not required if your testing server is the same as your remote server or if you share a remote database connection on both servers.
