The following instructions and screen shots assume you are using Netscape version 2.0. It should not be difficult to adapt these instructions to whatever web browser you are using.
It might happen that when you click on the link "crypto directory" in Step 2, that Netscape will warn you that it can't find that page. There are several things which could have gone wrong. Recall the directory gets renamed every 15 minutes or so. You could have just been unlucky and the directory got renamed while you were reading the "Cryptographic Software Warning" page.
In that case, no matter how often you click on that link, the same thing will happen. That's because Netscape has cached the page "Cryptographic Software Warning" containing that link in memory or your hard disk with a now invalid reference to the "crypto directory", because it doesn't think it could have changed so quickly. To induce Netscape to fetch the page again over the network, you need to choose "Reload" from the View menu or the toolbar.
Sometimes even this won't work. The reason might be that your Netscape is set up not to communicate directly with web servers over the Internet, but rather to do this indirectly via a proxy web server set up by your internet service provider. The way this works is that whenever you request a file or a web page, your request goes to the proxy server which in turn gets this file or web page over the Internet and then sends it to your Netscape software. Now the proxy server has its own cache, and if it notices that you (or someone else on your local network) had previously asked for this file or web page, it will get the copy it has cached instead of asking for a new copy over the internet. While the proxy server is supposed to honor the "Reload" request, sometimes it doesn't and ignores the request. There is a setting in Netscape to turn off the proxy server. If your internet service provider requires you to use a proxy server, you will have to ask him whether there is some way around the problem, or patiently keep trying until the proxy server finally decides to fetch a fresh copy of the README over the Internet.