I checked out the link you gave for the instructions, and all of the images came through for me (I'm using Windows XP and IE 7). The images do seem to do a pretty good job at explaining the installation. Are you getting red "X"s where the images should be? If not, it's possible they're just taking a long time to load.
I installed a similar unit last week and like you, I spent a few days just pondering the installation mystery. I finally bit the bullet and just installed it (part of me just thought that it was *too* easy, there had to more to it). In my case, there were really only 2 things I had to do: Attach the piercing valve to the cold water
copper pipe and attach the discharge saddle to the drain....of course I had to connect the appropriate tubes to each of these. Mine came with the faucet as well, however instead of attaching the faucet to the sink, I just have a spot to hang it up underneath the sink. I don't think this will cause a problem, and it's really not that inconvenient.
The only leak I had was from one of the 3 pre-filters that was not tightened all the way...which I'm pretty I loosend during my initial analysis phase.
If you would like pictures, let me know and I can take a couple and post for you.
Jason