Interpreting Johansen Cointegration test eviews 3.1

[ACR]

Here's the thing, I am a complete newby in econometrics; I only have eviews version 3.1 and I have no way of getting a newer version where I am right now.

I know how to interpret the results of a Johansen Cointegration test on newer versions (you have the Prob.** or p value and if greater than 5% accept the null, if lower then reject it).

However, on eviews 3.1 there are no pvalues (or "Prob.**") shown on the results of the test. All I see are: Eigenvalue; Likelihood Ratio; 5 percent CRITICAL VALUE; 1 percent CRITICAL VALUE.
(I am attaching a screen shot so that you can see what I see)

How do I interpret the results on a Johansen Cointegration test on this version of eviews then?

By the way, another question. Both of my variables are non stationary and are "transformed" into stationary after the first difference. I believe I should run the cointegration test on these differenced values. Is that correct?

Please excuse my lack of knowledge but hey, isn't this a forum to seek help?

Thanks in advance!