When it came time to load up Gii, I tried the URL, and I inexplicably got 403 Error message. After Googling around for a while, I found out that I had to add the ipFilters entry to the gii array in main.php. See here:
'gii'=>array( 'class'=>'system.gii.GiiModule', 'password'=>'', 'ipFilters'=>array($_SERVER['REMOTE_ADDR']), ),
This fixed the problem. I tried posting a comment to the quickstart app page linked above, but I am too new to post there. I just wanted to share this in case it comes up for anyone else, but it did almost prevent me from trying out Yii, so we may want to consider adding a note about this on the tutorial page.