See the part that says "Hold MENU+SELECT to reboot then SELECT+PLAY for disk mode." If you do that, you can reboot it into disk mode (hold MENU+SELECT then when the screen clears immediately hold SELECT+PLAY). Once in disk mode you can do the steps you skipped.
It's a good idea to read instructions very carefully when putting alternative firmware on gadgets. In the case of other players you might have permanently disabled the device by following the directions incorrectly.