Noob trying to figure out Depth of Field, documentation (edited)

I just upgraded to Unity Pro and I'm trying to implement DoF.

I can't find any documentation or step-by-step information about implementing image effects - specifically DoF. Where is the documentation for this? The breakdown here http://unity3d.com/support/documentation/Components/script-DepthOfFieldEffect.html doesn't seem to correspond to the Depth of Field script in my Image Effects menu. There is a long list of shaders that the script is looking for, but they don't match up with the names of the shaders that come in the image effects shaders folder.

How do I use Depth of Field?!

Did you import these? http://unity3d.com/support/resources/example-projects/shader-replacement And if so, did you add the DoF script to the main camera? Is the problem that you can't see the effects?