Ok...for whatever reason, automated installation is halting at downloading the font pack.
I'm going to completely ignore that, as I know absolutely nothing of RbUtil.
The bootloader installed, which is great, as this means that we can easily just forget about RbUtil entirely.
See that second image you uploaded, the one with the "Plug USB cable"? Do what it says. This will mount the device's storage and allow you to extract
this archive to it.
Safely eject the volume, and then reboot the device.
Enjoy Rockbox.
[Saint]
Edited to add: Fonts, themes, and other additional files are available to be downloaded manually via the
Extras section, and can be treated in exactly the same way (extracted to the root of the device storage).