This wizard, with only 4 steps, is fairly straightforward. However, saving resulted in stack trace again. The errors were similar in nature to the trace I received with the setup wizard. Enough with the post 'em as I see 'em; I want to solve this issue. Browser back button presented me again with the FTP screen. Since I know the login and password information is correct, the only remaining troubleshooting from my perspective is the path information. Trail and error started with adding a leading slash. And that solved that! When I get a second, I'll re-run the Setup Wizard and see if that corrects the error there as well (pretty sure it will )
For simple colour changing of the site or creating a base for your new homegrown theme, the theme wizard is the cat's meow.