You need to use the actual angle() expression here. You've just typed this in the angle box:
Sprite.X, Sprite.Y, MouseX, MouseY
and you need to type this:
angle(Sprite.X, Sprite.Y, MouseX, MouseY)
the angle(x1, y1, x2, y2) thing is an expression that gives a number that represents the angle between the two points of Sprite.X, Sprite.Y and MouseX, MouseY. It's a math function that's figuring out the angle for you based on those four coordinates:
<img src="http://i28.tinypic.com/2llj7e8.png">
For more information on math expressions, check out the wiki.