That's the version I am using and it works perfectly fine without any modifications.
f7b0d2b90fbd49794419338c2b9157c095b11bda ubuntu-11.04-desktop-amd64.iso
I've not tried the i386 version, but I would imagine it is the same. Unless you are saying you are trying to do all of this off of a running liveCD instance?!
If so, this guide is for an installed version of Ubuntu, not a LiveCD instance (which is why it says Install Ubuntu Natty Narwhal at the beginning of the guide).