I was also playing with the tutorial a bit ago, but found no problems. I think you should start from the page index_html(README) outside the lessons (ie, I did not start from lesson 1, the tutorial took me there); First click on that page, and you'll see the source, then go to the view tab, and you'll see a button that says 'Begin Tutorial', click on it.
Yes, this is how I started it - however, when the new window pops up, there is no "Next" button to get to the first lesson from the introduction - so I selected the lesson 1 from the folder list in the new window.
The tutorial walks you through from there. At least that worked for me; don't know if that is the 'right' way to do it, but I completed the tutorial without problems.
Yes, I can navigate the tutorial OK, but I get the problems that I mentioned before - missing header.gif (this seems not to be anywhere in the installation tree - I assume that it should be there, and is not automagically generated on the fly ?) Steve Collyer