The tutorial suggests starting with a column of x values suitable for the standard normal distribution (-4, -3.5, -3,... or similar). See the section under "enumerate a set of points in a worksheet" explaining what he does with A2 and the rest of column A. (http://www.tushar-mehta.com/excel/ch...numerate_a_set ).
Then he puts a formula in column B that will "convert" the xvalues for a standard normal distribution to a column of x values that will be suitable for any normal distribution based on the entered mean and standard deviation.
Finally, he puts the NORMDIST() function in column C to generate the desired probability density values for the normal distribution.
Columns B and C then are used to create the scatter chart.

What part of those steps are you having trouble with?