OK, I got to these steps, and now I have no idea what they mean.
6. Move your WordPress core files to the new location (WordPress address).
7. Copy (NOT MOVE!) the index.php and .htaccess files from the WordPress directory into the root directory of your site (Blog address). The .htaccess file is invisible, so you may have to set your FTP client to show hidden files. If you are not using pretty permalinks, then you may not have a .htaccess file. If you are running WordPress on a Windows (IIS) server and are using pretty permalinks, you'll have a web.config rather than a .htaccess file in your WordPress directory. For the index.php file the instructions remain the same, copy (don't move) the index.php file to your root directory. The web.config file, must be treated differently then the .htaccess file so you must MOVE (DON'T COPY) the web.config file to your root directory.