1.  Click inside the Linked Constituent window and press the F7 key on your keyboard.
2.  Select the constituent you want to link the Sphere contact to.
3.  Click Link Constituent.
4.  Finally click Choose Selected Constituent.

This search window will also allow you to look at the profile information you are bringing in from Sphere.  To find constituents based on only some information in the Sphere record, click the Search Field box for those fields you want to search on and click Find Now.

This will allow you to find and choose constituents to apply the selected Sphere record to.