Earlier versions of Firestorm - not recommended
If you still use one of these for some reason, it may not include the full grid manager. If so, the process is actually even simpler, though it is difficult to remove defunct grids from the list: you just enter the Login URI and the viewer automatically retrieves the other information for future use.
If you don't see the drop-down box "Log onto Grid" to the far right of the various other login details, press CTRL+SHIFT+G (or go to Preferences > Advanced > Allow login to other grids). If you've never done this before, it will say "Second Life" in this box. Later, it will default to the last grid that you visited.
Then type the Login URI without the http:// prefix, e.g.:
oceangrid.net:8002 (insecure port, not recommended)