The easiest way to set a method breakpoint is to right click on the name of the method in the class outline and select Add Method Breakpoint from the popup menu that appears. If you do it this way, the class name and method name fields in the dialog that appears will be filled out already for you.
Another way to set a method breakpoint is to select Breakpoint | Add Breakpoint | Add Method Breakpoint.
Currently you are not allowed to set method breakpoints on any constructors.