Step 5: ATtiny core files
Create a new folder in your sketchbook folder called "hardware"
Then, go to this page and download the file: attiny45_85.zip
Unzip this file and leave it in the new hardware folder.
Finally, restart the Arduino programming environment. The new cores should now be loaded.
Note that there are also core files for a number of other ATtiny chips. This page is a good starting point for interfacing with a wide range of them using the Arduino.