Ack! It's revenge of the newibe tutorials! Have you tried to run that code?
When you do "set display mode width, height, depth" without defining the variables "width", "height", and "depth" they equal zero... so you're saying "set display mode 0,0,0"... which (last time I checked) is an invalid screen size.
Try:
set display mode 640,480,16
Of course that's also the default screen size so it's not really needed either. Also when you want to add code that loads media... always attach the media to the message so the newbies can run your code without changing it.