How to generate script to monitor web application in vu gen

Dear All

I am newbie to vugen and I am trying to record new script to monitor web application login.

This is what I did,

Clicked on new web/http and gave following,

Application type          :              Internet applications
Program to record       :              IEURL address               :              Gave URL address
Record into action       :              vuser_init

and clicked OK. I understand at this point, vugen will open the URL which is given in IE, but nothing happened.

Is my expectations correct or I need to do different action.