Hi Mike,
Please click on the gear icon in the upper right corner and switch to your Azure Free subscription. After you do that, close the "Create a storage account" wizard by clicking the X in the upper right corner, then click Create a resource icon and follow instructions in exercise. Instead of selecting resource group as the instructions says click Create new and enter a name for the resource group.
NOTE: Since you are using your own subscription, it is important to delete the resource group once you are finished with the exercise. For this exercise it isn't a big deal if you forget to delete the group, however, it is good habit to get into in general for future exercises. This will keep costs to absolute minimum.
Please click Accept Answer and upvote if the above was helpful.
Thanks.
-TP