HELP

Edited: Ok-after lingering through many a site trying to figure out the archive thing, it seems to be working now. Now onto something else....does it ever end ???? :)

I am just not getting it!! If anyone can please be so kind as to tell me step-by-step how to archive my files. I just can't understand the directions given. You may notice that on the side it now says January and also February shows up. I don't know if this is the way it is supposed to be but I doubt it because I have checked others out and it doesn't look the same. I have even clicked on "view source" on other blogs to try to figure out the html codes but can't. I don't know how to do this and it is driving me crazy!
I am off to try to make a new header for Feb.
Thanks so much for your help :)