USB Tether on 2.2

[Siccmade]

So i tried to get the droid to tether to my laptop, i got the info from the help thing on the droid right under the tethering check box and i cant get it to work, it says download this 1 file but its not a fiel to install its like a text so not sure what to do so can someone help? heres the link where it tells you what to do

the xp one USB Tethering and Portable Wi-Fi Hotspots - Nexus One Help