Setting up MSSQL2000 perfomance monitoring

Hello,
I downloaded/installed DB Audit 3.2, launched SQL Performance Audit, connected successfully to the MSSQL server (using SA), and when I click Enable in SQL Performance Audit, then click OK, I get:
DB Audit System Auditing must be installed before you can use performance statistics collection events!

I'm lost, and I followed the PDF for this. Any help would be appreciated.

Thanks!
Jason

As it says, you need to install DB Audit System Auditing first. "SQL Performance Audit" is an add-on to DB Audit, not a standalone product. To enable system auditing, start DB Audit Management Console, use System Audit / Set Audit Options menu to open System Audit options, choose at least one event type to audit, then Click the Install button. After that you can go to add-on and enable auditing of performance events and SQL profiling.