No installer record found?

I want to make my first server,but something always goes wrong!
This is what message i get:

English isn’t my Mother Language,so maybe i dont understand it correctly,as i follow this tutorial:
http://www.facepunch.com/showthread.php?t=480582

Can anyone help me?

It’s normal.

Oh,and what should i do after this happened? I am afraid something screws it up.

nothing just leave it on