The second step is for you to enter the desired Sync User credentials in Marketo Admin > Salesforce.
In order to do this second step correctly, you will need to generate a new Security Token for this Sync User within SFDC. Your SFDC Admin may need to do this for you. It is best that the token be newly generated the same day as performing this process.
This process can be done over the phone so that both you and Marketo Support get immediate feedback.