Current Plex download not starting correctly

Hello all, I have OSX 10.6.8, and am having an issue with the Plex Server download.

1. Downloaded the current version of the Plex Media Server.
2. opened it and logged in.
3. It starts up and says looking for server, and to download the Plex Media Server.
4. Deleted the app, restarted the computer, and tried downloading it again.

I have 92 gb of storage, no special things set up on my computer, but cannot get the Plex Media Server to start up to where I can even add a library.

Please help!