http://i.imgur.com/iqNeXX7.jpg, http://i.imgur.com/PLhOFta.jpg
Also, It asked for the password (which I did not set when I created a new connection), I simply left it blank and pressed enter.
I obtained the World database file from here, http://dev.mysql.com/doc/index-other.html
I have made sure not to set any password, on the current connection.
I believe I have Workbench setup properly in conjunction with XAMPP, http://i.imgur.com/X3tf9jK.jpg