I have found a very useful link to install the Adventure works database for SQL Server 2005/2008, please check the following link to install it.
http://www.ssas-info.com/analysis-services-faq/29-mgmt/242-how-install-adventure-works-dw-database-analysis-services-2005-sample-database
http://www.ssas-info.com/analysis-services-faq/29-mgmt/242-how-install-adventure-works-dw-database-analysis-services-2005-sample-database
I just go through the link which you mention in your post & found it very helpful. In this link full procedure is explained about SQL DW database step by step which is easy to understand. We need only one thing for installing it & that is just follow the instruction which is given in the link & do the steps in an easy way.
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