You follow every step except use the hex file from the link you mention, start from where you said and stop after you completed the step that says:
Load HEX file
Then, click "Program Device" button:
An error will show up and you click cancel, that is it.
If you download the following
file, there is a readme. The readme has the basic instructions laid out for you as well, if you want to confirm the steps. You can also use the 12mhz file included in this zip rather then the one rickjames mention, the only difference is who compiled it.
The steps are really easy, I can't be more descriptive than the wiki or the readme.
The usb you bought I don't think is fresh, I believe the bootloader is already on it so it would be useless to you.
So basically all I have to do when I get the USB is plug it in to my PC and configure the drivers, then load the hex file and I should be good? And also, just to double check, the one from DIYGadget should work fine right?