If you've installed 1.6, you should use the 1.6 tutorial, not the one for the development version.
First Step, Install South:
pip install south
Second Step, Add South to INSTALLED APPS in settings
INSTALLED_APPS = ( ..., 'south' )
Migrate will be a native command in 1.7 (which is the version you read the tutorial pages from).
For older versions, you'll have to install the third party app"South".