If you're not using Android Studio 0.4.3, please upgrade to it -- there are bugfixes in that version that prevent newly-added dependencies from being completely visible to your project in the IDE (though it would actually build okay). If you're not already running 0.4.3, that will probably fix your problem.
As for the message about configuring the Gradle wrapper to use sources, that applies to having the wrapper download a version of Gradle itself that includes the source code to Gradle. Doing this allows the IDE to be smarter about syntax highlighting when you're editing build.gradle files from the IDE. What that tip does is it changes this URL in your gradle/wrapper/gradle-wrapper.properties file from this:
distributionUrl=http\://services.gradle.org/distributions/gradle-1.10-bin.zip
to this:
distributionUrl=http\://services.gradle.org/distributions/gradle-1.10-all.zip