That's part of the bootloader installation. After you install the bootloader (or before, you can technically do it in either order) you must also choose to install Rockbox itself.
So in the Utility, under the Quick Start I've done Complete Installation several times. And under the Installation tab, I've done Install the bootloader and Install Rockbox.
Yet, I don't see Rockbox showing up.
Anything I forgot to do?
I actually figured out what was wrong, so no more problems with getting Rockbox.
But the music I've put on my Clip+ shows up in files, but not in database...