The fourth part of the script is meant to return permission granted directly to a user, outside of a role (at least in 2005).
That's one of the beauties of this script, to catch these rights given to users outside a role. The IDE can get this but you have to look around for it.
Full disclosure, Jim is a colleague of mine. But this is better than the ones I've written or borrowed here. Part 3, auditing users and roles is really helpful. I use it all the time.
Ken