I did this tutorial so I could help one of my students who was struggling with it. I found out why he was struggling with it.... first he works too quickly (looking for instant gratification I think) and he's using a newer version of Ps so some of the commands have changed. I'll be able to clarify it for him next week.
Here's the link to the tutorial
Section 4 says to clip two layers together this way:
Clip this layer with the layer underneath by pressing Ctrl + G (Command + G on the Mac) or Ctrl + Alt + G(Command + Option + G on the Mac) if you use Photoshop CS2.
This won't work in newer verisons of Ps. Instead, hold the alt key and click between the two layers you want to clip together.