This page appears if you have signed up for PayPal Express Checkout.
When you click Continue, you are redirected to PayPal, where you can log in to your PayPal account, or create an account.
On the PayPal site, for Step 3, click Go for API access, and then Give Permission on the next page to give permission to make API calls to you. Refer to help on the PayPal site for detailed information.
Click Return to PayPal to complete your registration.