Recovery Mode Fails on Samsung Galaxy i7500L
For some reason you're not successfully replacing the stock recovery (the "yellow exclaimation-mark icon over a phone icon") with the new one they instruct you to download. Step 7 is key:


  7) Type fastboot flash recovery recovery.img


This is where they have you 'flash' (copy/format) the modified recovery over the stock recovery. Is this step working for you? Simply copying the 'RECTOOLS.tar.gz' to your device's storage or SD card isn't sufficient.

On a separate note, have you investigated other means of rooting your device besides manually flashing via ADB? My favorite guide is Lifehacker's, and if I read it right you might simply be able to use SuperOneClick.

In any event, as always, tread lightly and read carefully.