I just installed TidyD. What you have to do is make actual directories on your server through ftp.
Your first module will be called Tiny Content.
All modules after that will be
Tiny Content1
Tiny Content2
Tiny Content3
After you have created these directories, than upload the original files from Tiny Content.
I hope this helps.
http://www.lyric-music.com/uploads/tinyd setup.jpg