No-one else has that guide, so I'll have to go off and read the bit that you're having trouble with.
Right, I've read it and I know what you're on about now. It sounds like you still have another type of connection installed in your PC. This should be deleted from the same tab of Internet Options, above the "never dial a connection" option. If there's no connection or device listed, go to Phone and Modem options in the Control Panel, select the Modems tab and remove any devices that are listed there.