For the sake of the next person who finds this... You want to click "Confirm and Create New Account" in step #3. Yes, it's confusing and misleading, but generally it will not create a new account - it'll just create a new profile for you on the stackexchange.com site, which'll be properly linked to your existing profiles on other sites.

The login system on most other sites has been updated such that it'll normally recognize you before it gets to this point, which reduces confusion considerably. At some point, we'll probably do the same for stackexchange.com and this'll stop being weird.

For the sake of the next person who finds this... You want to click "Confirm and Create New Account" in step #3. Yes, it's confusing and misleading, but generally it will not create a new account - it'll just create a new profile for you on the stackexchange.com site, which'll be properly linked to your existing profiles on other sites. If this does not happen, and a new account gets created, please contact us and request that your site account be associated with that network profile.

The login system on most other sites has been updated such that it'll normally recognize you before it gets to this point, which reduces confusion considerably. At some point, we'll probably do the same for stackexchange.com and this'll stop being weird.