Good luck!
That video you linked above was the single most helpful thing I found for unlocking the basic princples of DMX. Fortunatley, I also have the Obey 40, so it was even easier! Every now and again, I forget the addressing I need to use for my cheapo PARs. That catches me up sometimes. Need to put a little sticky label on those lights as a reminder.
Maybe start simple as well? For what we do, an elaborate light show is not necessary and is somewhat distracting, IMO (we play mostly country, some rock, a little pop) mostly in bars. We use 2-3 different statics scenes (ie., no chases), with one static scene that acts as an "idle" setting between sets. our key scene uses a setting as close to "bastard amber" as we can get with our fixtures. Stay away from saturated reds, greens and purples. Most times, I find myself adjusting for brightness (depending on the ambient light in the venue) as opposed to wanting a dynamic light show.
As an aside, I went to see a buddy's band last friday playing at the local tavern - they had a nice dual chauvet tree setup and left it on sound-activated/random all night - but pointed at the band instead of the dancefloor. No straight ahead wash lights pointed at the band. Great sounding band, but after a half hour, I had to look away the lights were so distracting. These guys are VERY well equipped for a $400/night bar band but the light show was a bit of a let-down. They would have been much better off employing the KISS principle.