You're not being a pest at all! It ain't easy!!

This is copied from IMR's MySkit guide:
To try the skit out you first need to setup your flash drive.
Go to file, set up flash drive.
Choose the output destination, you can either write directly to your SD card or you can write to a folder some place, you will need to save to a folder if you want to be able to upload the files to the internet later or have them available for easy access for yourself at a later date.
If you save to a folder and wish to save more than one skit then either save each skit to its own subfolder or zip up each skit after saving it. You CANNOT change the pleo.urf and pleo1.urf file names, meaning that if you save two skits to the same folder the new one will overwrite the old one. (If you zip your skits make sure you unzip them before putting them on a memory card.)
If you write straight to an SD card then you will be able to take it out of your SD drive and put it straight into your Pleo.
Ok so your ready to write! Click the write button up in the menu bar. (its over to the right)
Choose the folder which contains your saved skits and choose ok.
Once all your skits are loaded you can drag and drop them into event slots, (one for each sensor) or you can just have your skit run as soon as Pleo wakes up. You can have up to 10 skits combined in the one .urf file. Once your happy with everything hit the ok button and your skit will be prepared.
If you saved direct to your SD card you can now take it out and try it in your Pleo.
ADDED:
And here the thread with the full guide, if you want it:
http://bobthepleo.com/forums/index.php?topic=211.0