If the small icon called "CM_Lessons" is already on your screen, then you don't have to use the Chooser to get it. Another short cut that will work if "CM_Lessons" was recently used on your machine is to click on the apple in the upper left hand corner, pull down the menu, and look for "CM_Lessons" in the "Recent servers" submenu, selecting it if you see it there.
Click on the little box in the upper left hand corner of the "Chooser" window to get rid of it, and double click on the CM_Lessons icon. You will see folders containing the lessons for various chapters.
Open up the folder called "0.FeelofMathematica" and double click on the Mathematica notebook called "01.Numbers.ma". Mathematica will start up automatically and you can follow the instructions there to get accustomed to it quickly.
If the file server won't come up, you can download the lessons a different way. Just click here.