From the information you give I can't really tell if something is wrong with your setup but when looking at your tut, I notice the following: Steps 3, 4 and 5 should not be necessary. The moment you drag & drop the file with brushes into your document (your step 2), the brushes are added into memory and available at the bottom of the "Select an existing brush" drop-down list. If you now follow your step 6, you should have the desired result.
Once you have used an imported brush, it will show at the top of the "Select etc." drop-down list. In addition, some brushes are quite resource hungry, so the program may slow down, especially if you import a lot of brushes. Quitting the program will remove all non-used brushes so when you restart, the original responsiveness will be restored.
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