So, when you download a file from the Internet, Windows has this thing where it says, "Hey, this file came from Planet Zeplorb (a.k.a. "Me") and it could contain all sorts of dangerous and annoying things like viruses, worms, or those toilets you have to pay for. Even though I can see this file, I'm not going to let anyone touch it." When Visual Studio/Visual C# Express goes to load the DLL file, Windows gives it the message "Can't Touch This", and Visual Studio runs away crying, giving you the vague message, "Error loading pipeline assembly", which I can only assume means roughly the equivalent of "Daddy, Daddy! Windows wouldn't let me play with the shiny new DLL I found!" :)

Anyway, the way I was able to solve this problem was to basically tell Windows that the file was safe/trustworthy. To do this, simply right click on the DLL in Windows Explorer (not Visual Studio)and click Properties. On the General tab, near the bottom, you'll see something that says "Security" with a message talking about how the file came from elsewhere, and an Unblock button. Press that button and press OK. You'll probably need to do this with both of the DLLs before you're done. You should now be able to recompile your program from scratch, and it should work, assuming you've got everything else configured correctly, as outlined in that tutorial you were following.

I should also mention that when you download the .zip file, you could do the same thing for just the .zip file and it will make it so any files pulled out of it have been OK'd as well.