Hi NightCrawler,
I made a little Tutorial for you about how to connect in Teamspeak 3. I assume you already have setup your Teamspeak with the right settings. If not, check out this Video (http://www.youtube.com/watch?v=S32AGZdY5yA) which I found on Youtube.
Sorry for calling you "Mark" :) ... its late already and I mixed you up with someone else when I named you in the Video. Just ignore that. The Video was made for you.
Wolfseye