Photoshop: Gradient Overlay

[Idyll]

I get frustrated rather easily when I don't get a new concept quickly, which is usually the norm for me. But this tutorial is really (forgive the mild language) ****ing me off. It's Ascension's 'Creating An Atlas Style Map' tutorial, and I've gotten stumped on Page 10. I'm using Adobe Photoshop CS5.1, and I've got no idea what in bloody hell they're talking about when they say...well, really anything on that particular page. I've managed to get as far as the bullet list when my head begins to spin. I don't really have an option for color. It's a black and white gradient. That's it. If someone could tell me exactly what to do, or better yet, provide screenshots, I would be eternally grateful.

[e] So I should correct myself, I've managed to get the five colors in. But I've had to redo it thrice because it wouldn't save...gah. Anyway, how on earth am I supposed to make the blue glow? Do I press Ok before making the glow? After? What layer am I supposed to be on? I'm one for direct instruction; a lack of exactness bothers me in the extreme, and I usually end up giving up the entire hobby because nobody can explain anything to me.