It does not sound like you imported the library right especially when you say at the point Add the library to your application project: I felt lost .. basically because I don't have the "add" option by itself .. however I clicked on "add library" and moved on ..
in eclipse you need to right click on the project, go to Properties, select Android in the list then Add to add the library
follow this tutorial in the docs
http://developer.android.com/tools/support-library/setup.html