Don't do weapons-gfx with PS -- use MS-Paint and .bmps. Although you can use PS to do alpha-transparent PNGs for weapons-gfx, sometimes there is a "plastic film" halo around the weapon even when you don't use antialiasing to draw in PS.
As the tutorial said (you did read it right?), you put all your modded files and foldering into a [your mod] folder, in the Mods folder. Now, use the program Start.exe to select which mod you wish to apply for that session of Soldat... and you're set!
Of course you could also do a "hard mod" (which is what I still do) and change all the default stuff to your mod stuff; that way, the default Soldat game would be your mod.