First off…
Chromeless windows are dead as of IE6 SP1 so are you sure you want to use them?
As of IE6 SP1 there are absolutely no browsers that support chromeless windows and the script will instead launch a full screen window (or if you get the patch it will launch a standard pop up window).
Now, re-download the file and test it out… make sure it works. then edit it and see if it works. If you get an error you will have to undo your edit and make sure you didn’t take anything important out.
The tutorial works, I am 100% positive on that.