The problem you are experiencing is that of the DVD tutorial looking in a certain removeable device for its content. Unfortunately, the DVD defaults to looking in the removable card reader drives in the system. Simply uninstall these drives, and the tutorial will work again. To do this:
1. Double-click on the green “Safely remove hardware” icon next to the clock in the system tray.
2. Stop all of the Sony removeable media drives. They will all be grouped under the category “USB Mass Storage devices.” You should click on each Sony USB device separately and stop them.
3. Once they are all gone, try the CSi again. It will now work properly.