Voilá! EXTREME HAPPY DANCE!
For anyone who cares, I just needed the TCP/IP connection set up. Now I have the host name and port number installed in the proper place and it should work.
But no great step comes with out some pain, since Wonderful G (male version) who figured this out for me also deleted at least two newly original-cataloged-by-me records (done on June 16) last Wednesday. Grr.
But, now I can do them right into OCLC and upload them directly into Millennium.