...do you see your filer in the left most part of the window? You don't need to click on the 'setup' button to view configuration details. The setup button runs an initial setup script, which is something you probably DON'T want to do.
This will happen if the hostname is not specified in the /etc/hosts and the hostname for the filer is not defined. You can tell this is an issue if theres nothing preceding the '>' prompt when logged into the filer.