It sounds like your web hoster hasn't given you very clear instructions...
Basically, your domain name will be your server address. So for example, if your domain is
www.cw.com you'd normally enter ftp.cw.com
For the username and password, these are either supplied by your web hoster, or created by yourself when you make an FTP account on your server. The latter would be done via a website interface provided by your web hoster.
I also suggest looking at the FAQ, where the first entry is "How do I get started?"
http://www.yummysoftware.com/faqGood luck!
-Jason