Ok I think I figured out the confusion. I got my 360 at launch day, and it seems like the way things work is a bit different. The instructions on how to set things up seem different as it seems like the Extender stuff is built into the Zune software? I didn't quite understand rjoefish's post until I saw the page before it
http://www.xbox.com/en-US/pcsetup/alldownloads.htm . I would say following the instructions on the page he linked should fix all your issues.