When filling in the database details, there is a 'Next' right below the form, looking for all the world like the correct button to press once you've filled in the details.
Clicking 'Submit' loses everything you've filled in, and dumps you in a different tab. The correct button is the much less prominent 'Submit' off to the right.
This bites me every time I set up PlaySQL on a new instance.
The button will be hidden until the connection is saved.