This tab, accessed by selecting Data Sources/Proxy from the Options Menu or the MENU button on the main screen, is used to setup the site(s) to be used for Level II/Market Depth:

Select the site from the Site drop down list and enter the login information (if required).
Reset all LII windows to this source - Clicking on this button will automatically select the site shown on this screen for all Level II windows, even if they have different sites currently selected.
Note: You can switch Level II sites directly from the Site menu on the Level II/Market Depth window.