Theme Installation – What “Connection Information” Is It Asking For?

I don’t get why sometimes when I install a theme, it just installs, and other times, I get this window that wants to “Connection Information.” It wants:

Hostname
Username
Password
and there’s a radio box checked for “ftp”

Well, I’m sorta dealing with at least three variations of Username and password.

There’s the ftp username and password that I use for direct access to my server space;

There is the db_name, user_name, password, and host associated with the MySQL database where my WP installation livesw

And then there is the username and password I used to get into wp-admin

So what “connection information” am I supposed to provide to get past this window? And why does it ask me for this in some instances and not others — even when I’m trying to install the same theme (to different WPs I’m working on)??

Weird, frustrating, but… today was one of those “not gonna get anything done today, Polanski” kinds of days…