GoForSmoke:
First you should be aware that the board has a led and resistor built in attached to pin 13.Second, just a point to point description of your wires and parts would be more clear than those photos.
Third, in your IDE pulldown menus under File is Examples which gives you another menu of categories of Example Sketches. Each of those has Sketches for download that match your IDE version that have more full line by line explanations through this link:
http://arduino.cc/en/Tutorial/HomePageBlink is the second sketch of section 01.Basics.
Fourth, the examples work but are not all completely right how-to lessons. They can be improved. They do what they should which is to get you started and show ways to do things.
Do work through what you have parts for in sections 1, 2, 3, and 5. If you do section 4 and 'get hooked on Strings' then the Arduino day will come when you will need to learn C strings so please for your own time wasted don't bother with section 4 until you can substitute C strings for C++ Strings.
Also section 5 probably shouldn't be so far down the list. The lessons in section 5 are Very Important Tools for you!
Thank you GoForSmoke for the answer and the advice about pin 13.
When i get home tonight i will write a more detailed report about what i am doing and i will do what you recommended about the sections.