From the SAP GUI you have to change the connection properties to either use the connection type 'Group/Server' or 'Custom Application Server'.
If using 'Group/Server', you need to enter the System ID, Message Server and the Group ID (default is SPACE). You will not need the instance number.
If using 'Custom Application Server', you need to enter the Application Server, Instance number and System ID.
The values of all of the items that you need to enter can be found by looking at the SAP instance's profile files.
'Group/Server' should always be the preferred method of connecting as it allows you to load balance users onto the servers in defined logical groups.