Click Start --> Programs --> PostgreSQL --> Start Services to make sure PostgreSQL is running.
Then try putting in this information: Server: localhost
If that doesn't work, follow the steps of this How-To
to remove the requirement for a password and try again.
If you get a specific error please post it. If you haven't configured your PostgreSQL server in any custom fashion that should be sufficient. You may also want to try disabling any firewalls to make sure they aren't causing problems for PostgreSQL.