OK, I downloaded the zipfile named d6skyb42.zip from your link. Forget all those complicated instructions. I'll show you the easiest way I know for installing zipped 3rd party files to the MS sims. If you have Windows XP you don't need separate unzipper utilities like WinZip. You can do this without extracting the zipfile.
First, double-click on the downloaded zipfile & you should see two folders named aircraft & gauges. (Note that these correspond to subfolders with the same names in the FS9 root directory.*)

To install the aircraft open the folder named aircraft, select the complete contents (two folders in this case) & paste them into FS9\Aircraft. (Overwrite the fsfsconv folder when prompted. This contains the panel & sound files that your new aircraft is aliased to.)

To install the gauges open the folder named gauges, click Edit/Select All & paste the complete contents (29 GAU files + 1 CAB file) into FS9\Gauges.

The new aircraft is now installed. It should be listed on the FS9 selection menu under DeHavilland as manufacturer.

*PS. If all downloads were configured like this one installing them would be a piece of cake.