What a great shot!
I don't remember the strobe setting exactly but it looks like a 5 or 6. That was one of the first and I was still mostly worried about getting it in focus...which is a little soft in this one.
It is so easy to change strobe settings, start in the middle and work out! To get the hang of it, I would start at 6 and bracket 1 stops on either side until I learned what each would do. Within 1 dive I was comfortable with using the strobe.
To save camera battery power, set your internal flash as low as it will go. It's still strong enough to trigger the strobe but your batteries will last longer.
Here's some reading for you....
C-XOXO Primer - Print this and take it with you. Although it was written for the C-4040, it applies to all C series of cameras. It's a great place to start your settings.
Articles - Several article in here that will interest you.
Dave Read's Photo Inst. - Although written for film cameras, the basics are the same. You'll learn how aperature and shutter speed work together to get the results you want. Also Pay close attention to the composition section. That will make or break a good picture.
Don't forget insurance!
D.E.P.P. - Gear and flood insurance for your camera system. I don't get in ANY water without it!