Yo guys, just worked it out.
When you get to the match csv fields window you have two panes.
Import fields pane on the left with the fields of your csv file.
Reflect pane on the right with two colums being "Lead Fields" and "Matching Import Fields"
Matching Import fields is a drop down menu field.
So you want to match First Name from your csv file (left pane) to First Name in Reflect (right pane) then click on First Name in the right pane, then click right next to it in the Matching Import Fields column. A menu will drop down and you can select the appropriate column from your csv file in the left pane.