what version of maya are you using the menu's may have changed a bit from when that tutorial was done.

I just checked on my version of maya 2014 and the options appear the same as the version when the tut was made.

So I am not sure what the issue you are having is.

You should first select the link and then the path curve and then motion path>attach to motion path with start time 1 and end time equal to the number of links you want.

Then select the link and then choose the animation menu create animation snapshot with start/end time and choose start time 1 and end time the sane as you use in the step above.

That should be all there is too it.

If you are still having troubles then take screen shots and post them so we can see where you are stuck.