When you enter DFU mode, the iPad is on, the screen is just off.
The iPad is alive and the computer should recognize the iPad and iTunes will freak out and want you to restore.
It might take a while for the drivers to be installed and if you have vista or seven (I think xp sp2 or 3 does automatic driver downloads) it will have to get the driver from windows update.
So follow the tutorial again, and this time, give it some time and let windows install the drivers. The iPad will not leave DFU unless you do the hold power and home button routine.