Help with Unity FPS Tutorial 3, please?

Iam upto the part where u opened the animations window, but when i open it, it looks nothing like yours. mine is all empty.
I already downloaded the animation script but when i tried dragging it into the animation window, it wont let me (idk if thats what your meant to do). Please help      

I can't create new animations on it as well

Select the object that you want to create the animation for and then open the animation window.

BTW your window may not be the same b/c MNB is using Unity PRO version