...said to hook up to the router through ethernet with wireless turned off to do the first backup...
This means physically connect an ethernet cable between the airport and your Mac, this is faster and more stable than wifi and since the first backup will be quite large it improves the speed of that first backup. If you don't do it your first backup will take longer
Note: Older versions of the airport extreme don't support time machine without a firmware upgrade
Anyway
Make sure your airport drive is mounted (English translation:Make sure the 2TB drive is visible to your Mac)
1. Make sure you are in the finder (click the very first item in the dock OR click on the desktop and it should now say 'finder' way up at the top left of the screen)
2. Click on the 'Go' menu
3. Go down and click 'Connect to Server' (last item)
4. Click the 'Browse' at the bottom
5. You should see your airport* - then if you double click the airport you should be able to see and double click the drive to connect (there should be a blue drive icon on your desktop or in your finder window)
6. Try to setup time machine again
(also consider getting a second drive and swapping every week keeping the disconnected drive offsite)