My advise would be to check the tutorial again, i followed it myself only 2 days ago and im having no problems at all, important points would be to note that:
"mysite" folder contains your _config.php and also a sub-folder "code" that contains the controllers for your page templates (important if you need to add seperate fields into a page templates CMS)
as for the folder structure of your theme just place your themes folder into the "themes" folder alongside blackcandy and tutorial themes, then its just a case of ensuring that inside your theme folder you have a "css, images and templates" folders and inside the templates folder"Layouts and Includes" includes folder for includes such as footer and in my case left/right sidebars and header and then Page.ss inside templates file and also in the Layouts folder (any other page templates that you have created as .php inside "mysite/code" folder also need to be in here with the same name as in "mysite/code" except with a .ss extension)
Dont forget to edit mysite/_config.php with your theme name and dont do what i kept doing and not adding the $Form variable into your theme, lost count of the number of times i did this and had to edit config back to blackcandy so i could login to CMS.
Like i say im new to SS too but these are my settings and working great at this end, if they aint 100% im sure someone will correct me