This Analytics Edge wizard appears when you start a new operation, such as a connector query. You are being asked if you want to start a Quick Query or an Analytics Edge Macro.
Select a Quick Query if you just want to place data from a connector into the current worksheet at the selected cell location. Quick Queries allow some limited modification through Quick Functions before writing to the worksheet.
Analytics Edge Macro
Start an Analytics Edge Macro using the name you enter. Analytics Edge Macros will record a series of functions that can be easily replayed to fully automate your data download and analysis.