My guess is that you either didn't make an animation, or you didn't make the animation have key-frames instead of normal frames.
To change them to key-frames, go to the bone and the animation, and then press the bottom copy button, followed by the bottom paste button, as in:

This should make the frame a keyframe. Apply this to all models (the bones you moved)
Also, I'd appreciate it if you posted any troubles in my guide's thread, so I see it more quickly.
~404~