ok... start over again (i think the other manual did something wrong).

(1. make sure there is /opt/media/ with all your video-files inside.
check? check. ^^)
2. open xterm
3. type "sudo gainroot"
4. type "rm -r /opt/media/~media" (<- that's what you mean with 'wave symbol'media, right?)
5. type "ls /usr/share/hildon-welcome/media"

you shouldn't see the ~media folder anymore in /usr/share/hildon-welcome/media, right?