That's exactly what you're supposed to do! :) (The list of the Character/Players names is the Character Selection menu. If you haven't played Arma before thats why you don't know, 'cause we don't need to select chars on DayZ)
So, a friend of mine has Arma 2 Retail and Operation Arrowhead on Steam. Our Question is if there is any way to run DayZ now? I'd love if anyone could explain how to.