Changing fuse settings in ATtiny24A with ArduinoISP

I followed all of your instructions right up to the step where the empty bootloader hex file is to be created by clicking "Verify". At this point I got the error"

sketch_apr13a.cpp:3:21: error: Arduino.h: No such file or directory

I navigated to the %TEMP% directory, which contains a new directory called "build9050422041432852183.tmp"
Inside this directory is a single file called "sketch_apr13a.cpp"
No .hex file to be found.

I went ahead and used the empty24at16.hex file you attached and continued following your instructions. The rest went without any trouble, and the ATtiny24A is now running with the 16 MHz crystal.
Thank you for your help with this, and the explanations as well!

I'm very interested to find out what went wrong. I tried the same steps up to the "Verify" point in both Linux and Windows XP installations of Arduino 1.0 and got the same results with both. Did I miss a stop, or do I possibly have some important files missing or just stuck in the wrong place?