Expansion Setup Help?

[Pez Boy]

I just installed the actual version on FFXI last night on my PC, and this morning, I tried to setup the expansion, but the setup guide on this website is for the PS2 version. Right on step 1, where you're supposed to insert the expansion disc and click somewhere, I couldn't find the matching characters to click on. It looks like the POL Connect menu has an extra option on the PS2 version screenshot on the guide from this website. Does anyone know how to set it up on the PC? Does it make a difference if you install the expansion after you create your first character, or should I install it before I actually start playing?

[Etra]

Make sure FFXI is fully patched first. So make sure you can get to the New Character Screen, then exit the game and install FFXI. (Make sure your PC's region setting is on Japanese, otherwise you will get a error.)