You need to set up your Secure Store service application on the server, and add a Target Application. This is an arbitrary name you assign to the set of credential mappings that you will set up in the Secure Store.
To be honest, this is a non-trivial administration task and you probably need to understand a little about how the Secure Store works and is configured. The article you link is good; your next port of call will probably be TechNet:
Another good hands-on how-to article
Things to watch out for: Use a group mapping if you want a single set of credentials rather than give each user individual access to the back-end system. Make sure permissions to the ECT configured using the BCS service application. Make sure the account for which you create the credentials in the Secure Store actually has access to the back-end database.
Don't forget to check the ULS logs and the SQL logs and the event log on the machine hosting your service application.