That link was provided in 2012 when the Zune website was still up and running. This page has the steps on how to do a hard reset for a Zune device (starting about halfway down):
http://support.xbox.com/en-US/xbox-on-other-devices/windows-phone-7/remove-and-reinstall-zune
There's also this handy forum post that gives some clearer steps for each different model:
Regards,
Kevin J S