to start with, welcome to robotics
first their tutorial for bioloid is outdated and points to dead links or discontinued softwares.
If I were You, I would go to robotis.com
web page and ask them for all software You require. Also, they should be able to provide You with some development tips, maybe manuals for programming as well.
I purchased a BIOLOID comprehensive kit to learn robot programming.
You don't need to spend hundreds on kits to learn robot programming, probably it is much cheaper and more useful to go with something like 50$ Robot
, because programming-wise You actually learn how to program microcontroller, where with kits You write software in a language that is used only by that kit (most of the time); moreover, kits let You to skip all difficult but vital stuff related to uC programming and go straight to controll part, hence leaving You at the same point where You've started when You want to program something like PIC or ATMega.