Zoho Campaigns- creating segments for leads with status set as "not contacted" or blank

Zoho Campaigns- creating segments for leads with status set as "not contacted" or blank

I am looking into setting up a campaign on the "Zoho Campaigns" section of the site and would like to send a HTML campaign to my leads who haven't been contacted by our company yet.  
These leads have their lead status set as "not contacted" or this section is left blank on their company profile.

I can't seem to find a way to send the campaign only to these specific leads? does anyone know how to do this?

FYI, I have gone to Zoho Campaigns- contacts- list management- segments- create new segment- at this point on the drop down list I don't know what to select?

Any suggestions would be appreciated.

Thanks,