Hi,
Yeah, I'm aware there's a few issues with the instructions. I need to tighten that up. Thanks for the heads up.
Regarding your error message, you have all the correct settings on your virtual environment but it looks like the CPU features that help with virtualization are not available on your physical desktop / laptop. This could be because of two reasons:
1) Your CPU is too old and does not support these features
or
2) Your CPU is new enough, but the features are disabled in your BIOS.
If the former, there's not much you can do regarding a nested virtualized environment 
If the later, then you can enable these features when rebooting your computer. See this post for details:
http://communities.vmware.com/message/1829847
Let me know if you can't get it working, and the specs of your machine and I'll try to get you some more specific instructions.
Cheers,