1. Make up a nickname such as "Admin"
2. This is the password that you specified in the mtaserver.conf file. The default is adminpass. I thoroughly suggest that you change it otherwise there is no point in having a password.
3. The default admin port is 4003 I believe.
4. If you have enabled Admin+ within the mtaserver.conf file, check this box and type in your Admin+ port and Admin+ password. If not, don't check it.
Edit: Btw, the MTA 0.5 server has been released and the client will be released either today or tomorrow, so you might want to upgrade to the latest version of the server when that happens.