Mikek - unfortunately it is not as simple as copy/paste. If you have visual studio you can just follow the directions in the article, and check out everyone's feedback on the forums, as others have found better ways to do things. If you do not have visual studio, you can do a command line compile if you wish, but I think you will still need some parts of visual studio or .net to at least compile the c#.

After it's compiled is when you load it into sql server - which you can do with sql server management studio.