I assume from your post that you did the first two steps.
1) Create a new connection following the Guide and connect to your cRIO using the Remote Systems window.
2) Setup the debugger settings
For the FIRST Downloader Preferences you have to tell Wind River exactly which .out file to download in the menu:
Window --> Preferences -> FIRST Downloader Preferences
Go to Windows on the top menu bar and select Preferences.
Under Preferences you'll see "FIRST Downloader Preferences" and in there you need to set your team number, and find the ".out" file that your example generates.
You can locate your compiler output by drilling down through your project files in the Wind River Project Explorer in the upper left window. The File Navigator will probably have several .out files listed with the full path, just make sure you pick the one with the same name as your project. The .out file will only exist after you've compiled the first time.
The .out will be under whatever project directory you've made. Mine happens to be C:\WindRiver\2009. For instance, for a Simple Template project the .out is buried under: C:\WindRiver\2009\SimpleTemplate\PPC603gnu\SimpleT emplate\debug\SimpleTemplate.out
No matter what project you are working on, when you tell it to download, that's the file that's going to be downloaded, so be sure to change it whenever you switch projects. Many people find themselves changing their code, but downloading an old program. You can pull your hair out over figuring out why none of your changes do anything.
