You need to add it to the servers.ini file first. ALT+O > Connect > Servers
Fill in the necessary details. Make sure you put the server into a 'Group' (NonDefaultEFnet for example). Click 'Add'. You'll now see it right at the bottom in the drop down list on that screen.
Now, go to Connect > Options > Perform
Click 'Add' - the group will appear in alphabetical
order in this list. Choose it from this list and click 'Ok'. Then set the commands you want as normal
Hope this helps.