I honestly don't know where to begin.
Firstly that tutoirial isn't about character animtions at all. I recomend just reading over saidenstorms tutorials instead of just following that one, That will cover many of the differences of skeletal vs scene animation exporting. There is actually another tutorial- sephiroth's, in which he use biped and imported bvh. search nexus. beyond that advice I can't help with specifics.
Secondly, Biped is not supported afaik. You can just convert biped to bones, including any sequences. then export to kf. So it is certainly possible to animate biped if that is what you really want.
I used max to export biped animations into Oblivion before so I know its possible. If I remember right I had to hack the kf file with some command line utility theo wrote or something like that. I just don't remember all the procedures and was hoping it was actually easier than it was 4 years ago, not harder, lol. Saidenstorms tutorial didn't really make much sense and seemed to overcomplicate something that was easy I had done years ago. I'll do some more digging and hopefully remember or figure it out.
EDIT: Ok I'm getting close now, I needed the http://www.tesnexus.com/downloads/file.php?id=8447, that was the file that converts the civ anims to something oblivion can read... hopefully I'll have it working shortly