Hostname

Hello,
This stuff is all new to me, so forgive me for dumb questions.
I had WordPress installed by CDBaby and it was installed to their server. I am trying to do the upgrade and have the id and password OK, but I am stumped on what to use for the hostname. It keeps coming back with the domain address.
I asked CD Baby, and they referred me to here.

What am I missing in all of this?

Thanks in advance,
Jake