Well, I guess I could have made it clearer in the tutorial. My bad! There's proper DEM and then there's the (much smaller, much less accurate) greyscale images you can make from a DEM.

johnvanvliet will be the expert to guide you in using the large-data-DEMs if you want to use them, but from the site suggested in the tutorial you can also download poor quality images which are more than enough for the kind of tasks to be done. The same with using .jpg files. They are poor quality for professional or scientific work, but they are more than enough for hobbyist map making.

In the past, I used a program called MicroDEM (I think) for dealing with original data packages, but I don't remember much more than the name, so I can't really help on that front.