Don't bother messing around in the command line. As the tutorial notes, all you need to do is drag a .fsh file in Windows and drop it onto the .exe file. It will then extract the files - the bhed (face texture), the alpha layer (the bitmap file) and an index file - to a subfolder.
You'll want to do that to two files: the face you need to add an alpha to, and one you want to take an alpha from.
When you have both of those files extracted, copy the bhed file from the face
without an alpha layer to the folder of the face
with an alpha layer.
What you are going to do now is recompile the face with an alpha layer, only now the face texture has been changed to the player who was missing an alpha layer before.
Copy or move the files from the subfolder with the alpha layer to the folder where FSHLINE.exe is located. Now, you want to drag and drop the index file onto the .exe file. This will run the compilation routine and rebuild the face .fsh file.
Note that the compiled file will have the filename of the face you took the alpha from. As such, you'll need to rename it accordingly; right click and Rename will do the job there.
This probably is a more roundabout way of doing things than you're accustomed to, but it sounds like you had some more sophisticated tools to work with in the NHL community (or a different approach to lighting), in which case you're lucky and we're envious.
