If the guide tells you to remove it, remove it.
It's probably a stub (empty file) taking it's place to prevent the cIOS to be installed.
So just remove the original ones (nintendo never brought out any real IOS on those slots) and then a later step should deal with putting something real there.
As for 1 step a day, I'm not sure. (I don't even know what guide you are following, a link would help)
I would do it all at once, won't take too long and I believe you shouldn't turn your wii off at the wrong moment.
And lastly the files: If it says "download this pack" or something like it, put it all on your SD card at once.
Do NOT combine different packs of 1 guide together, there's probably a reason you don't download them at the same time.