Yeah, just follow it through. This will get your bootloader updated to the right version. Once your done with everything, you WILL need to install the carrier cab.
Who is your provider? You will need a cab file specific to your provider when finished if you want to use the DCD ROM. Best bet though? Cook your own ROM after getting bootloader and Radio ROM updated. It's really not that hard
You can get yourself a nice 20270 ROM after your radio and bootloader have been updated.