Brand new ASUS RT-N66U help

I just bought an ASUS RT-N66U and want to use the Merlin firmware. I have not set up the router yet. At what point during the set up do I flash the Merlin firmware?

I came across this set up guide for the RT-N66U.

http://blog.ittoby.com/2013/01/setup...-rt-ac66u.html

I don't understand step 8, logging stats using a USB flash drive. Is this something that is commonly done? Can I skip it?