Hmm, the process seems relatively simple but it has changed since Ryan's tutorial. Here are the steps I just took to download a section of the Grand Canyon.
0/ Create an account (free)
1/ Clicked on your Link
http://earthexplorer.usgs.gov/2/ Typed in Grand Canyon in the Address Coordinates box and pressed "show"
3/ This reveals a link just bellow that when clicked places a Google pin on the map.
4/ Zoom into the area indicated. (+- buttons just like google maps)
5/ Press Clear coordinates and use the Cross hair cursor to draw out a rough box about the Grand Canyon area I want to examine. This will show up as a red box.
6/ At the bottom of the screen on the left press the button "Data Sets"
7/ From the drop sown menu select Digital Elevation and then "Aster Global Dem"
8/ At the bottom of the page click on "Results"
9/ You will now be presented with a visual list showing the products that fall within your search criteria. Mouse over the row of 6 icons top see their meanings.
10/ Click on the download link and agree to the t&c.
11/ Download the zipped file.
Here's the interesting bit.
If you open the downloaded geotiff (it's got a normal tif extension) in Photoshop it will likely be plane black or white. You'll also notice it's a 16bit image. To see any detail play with the Levels and Exposure settings. I would advise doing as little as possible in Photoshop as when/if you save the file you can loose some of the meta data. If however you have Global Mapper you can see the file properly and combine it with other elevation maps and crop it. There's a free demo on the Global Mapper site.
When you open the file ion TG use the "Heightfield load" node and after it place a "re-size terrain" to your desired size (in metres)
Hope this helps
Richard