Click the New Connected App button.

Just enter the required information. It doesn't really matter what you enter here.

Scroll down to Web App Settings and do the following:

1. Check Enable SAML
2. Enter the Entity Id for your ScreenSteps SSO endpoint.
3. Enter the ACS URL from ScreenSteps here. This is the SAML Consumer URL from the Single Sign-on Endpoint you created in ScreenSteps.
4. Set Subject Type to Username
5. Set Name ID Format to urn:oasis:names:tc:SAML:2.0:nameid-format:persistent
6. Select Save.

You should now see this screen. It is very important that you add User Profiles to the Connected App.