The screen you should be presented with will look something like this:
From this menu you can set the priority of targets for your DPS Raiders. They will attack Target 1 until it is dead, then Target 2, then Target 3, and so on. To change the priority, simply select the Raider whose target you wish to change by clicking on them (or pressing the number key that corresponds to their name). You can then select a target and Up and Down buttons will appear on the bottom right side of the screen. By pressing these you can adjust their spot on the target list.
When you are happy with your assigned targets click on the Confirm button, or press the Enter key, to continue. The Back button will return you to the Healer Assignment screen, or if you have no Healers in the raid it will go to the Tank Assignment screen.