Before you can start doing anything in the Arduino programmer, you must set the board-type and serial port.
To set the board, go to the following:
Tools --> Boards
Select the version of board that you are using. Since I have an Arduino Uno plugged in, I obviously selected "Arduino Uno."
To set the serial port, go to the following:
Tools --> Serial Port
Select the serial port that looks like:
/dev/tty.usbmodem [random numbers]