The next step is to set up your connection. If you are a TotalFreedom user, check out the Profile panel in the Your Freedom client and choose one of the ports assigned to you. Set it up as a "server port forward" on the Ports panel. Both server port and local port should be the same, i.e. one of the ports assigned to you, and the local host should be "localhost" (in one word). If you are not a TotalFreedom user, server port forwards are not available to you and configuring them is useless.
Now click on "Connection" in the Vuze configuration window. Use the same port number as in the server port forward as your listening port for both TCP and UDP. (If you are not a TotalFreedom user the choice of ports doesn't matter.) Set all the other options as shown (this is the default).