In this dialog box you define the orientation of the setup X axis.
To complete this dialog box:
If you are satisfied with the current location, just click Next.
If you want to define the X-axis with two points, click Pick two points to define X direction and then click the tail and head of the X-axis vector. Click Next.
To rotate the X-axis around the Z-axis, click Rotate X direction 90 degrees around Z-axis. You can click this button multiple times to rotate by a multiple of 90 degrees. Click Next.