In the next screen that appears, choose File Creation, and enter the name style.css. It's very important that this is entered correctly - don't use any other name for this file!

When you click OK you will be taken to a blank file editor. Paste the following code into it:

/*
Theme Name: Twenty Ten Child
Theme URI: http://example.com/
Description: Child theme for the Twenty Ten theme
Author: Your name here
Template: twentyten
*/

@import url("../twentyten/style.css");

You can now edit it as follows:

Theme Name: Just the name for your theme - keep it simple, put the name of the theme you're using and add a child to the end.
Theme URI: Your domain name.
Description: Make it obvious this is a child theme.
Author:Your name!
Template: This is the important bit! Remember on the previous page we noted what the folder was called that our theme was in? Enter that here. In my case it's twentyten, but for you it might be something different.

See how it says this?

@import url("../twentyten/style.css");

You also need to change the middle bit (it says twentyten for me) to the folder of your main theme - basically the same as the template bit above.

This is important because it tells Wordpress that the other theme is still the "main" one.

Click OK.

It's pretty messy working in the File Manager so we'll get out of it soon, I promise. There's just one more thing to do, and that's to make our new file writable from within Wordpress.

Click on the "permission" to the right of the file (circled).

Now just click the check boxes so they match the image below (the boxes with arrows refer to the ones that will be by default unchecked).

Hit OK and we're ready to rock and roll.

You can now close the File Manager, we no longer need it!