Select the one that is closest to you geographically, then click "Ok".
Now you will need to wait a little bit while it updates your update source information.
Rpmdrake is the graphical way to install, remove and update packages on your system.
RPMDrake is divided into four tools, each of which has a different task as you can see above.
If you are new to Linux/Unix and not fammillar with using the commandline I would recommend that you start by using the graphical tools and perhaps move on to the commandline ones later.
If, however, you are experienced with the use of the commandline you might want to use the console tools instead.
 is the button you click to install the packages you selected in .
 is the button you click to update your urpm sources, it's a good idea to click this once in a while in case some updates are out.
 is where you can browse the available packages, clicking the square box on the left side of a package selects it for removal.