I'm not sure where you're getting off track. Let me see if I can give you the instructions a little more clearly.
1. Go to you Applications folder.
2. Find the Safari icon.
3. Control click on Safari and choose "Show Package Contents" and another Finder window will open.
4. Double click on "Contents"
5. Double click on "Resources"
6. Scroll down and double click on "English.lproj"
7. Scroll down and double click on "MainMenu.nib" This should open the interface builder application. You should see these windows:
The long window titled "Mainmenu.nib - MainMenu" is where you actually edit Safari's menus. In that window:
8. Click on "Safari" A menu will pop up looking like this:
9. Click on "Private Browsing" so that its highlighted.
10. Press delete. It should disappear.
11. Go up to the Interface Builder menu, click on File, and then click on Save.
Let me know if you're still having problems and what step you are able to get to before you can't figure out what to do.