Starting a New Sprint in TFS

This process is not intuitive and so difficult to remember, I have decided to document it here.  Let's say you have a sprint that is done.  Click the gear at the top of your project screen, and select Work.  You should see this:

This is followed by a list of your sprints.  Set the End Date of the most recent sprint to yesterday no matter when it was actually completed.  If this is all you did, this sprint would still not show up as the current sprint.  Click the "default team's settings."  Here you have to select the specific sprints that will be available to your team.  Now click "Project settings" to go back to where you were.  Now the sprint will show as your current iteration.