First, check to make sure you're signed into the same Steam account on your computer as you are on the website. You need to restart the manager (right click dota icon in tray -> restart) any time you've changed something like this.
Next, check to see if it actually connects - if it says 'Connected' then it has. If you're still having issues try running steam://flushconfig in your browser. If your client has connected but it does not say it has in the browser, the system is simply not linking the client with your account (it can't find the SteamIDs detected on your machine in any user accounts).