Website Payment Pro UK uses vendor, user and password. This is used for the Direct Payment on your website (a user stays on your website and they enter their credit card on your site).
Website Payment Express Checkout (the paypal button) uses user, password and signature. This is when the user clicks the paypal button and they are redirected to the paypal website.
In the wizard if you select Payment Pro UK, you are going to be asked for vendor, user and password and then you are going to be asked for user, password and signature.
let me know if you still have any questions.