Open the file male_06_sdk.qc in any ASCII editor (Notepad, notepad++,context, etc.) and find the line:
$include "../male_animations_sdk/WeaponAnims_shared_sdk.qci"
Comment that line out by prefixing the line with // to get:
//$include "../male_animations_sdk/WeaponAnims_shared_sdk.qci"
Save the file and try it again.
Unfortunately, since that tutorial was written, the SDK has been "updated" several times. The "updated" studiomdl.exe now produces errors which it did not in the original release. Also, unfortunately, Valve did not update the files which produce the errors. WeaponAnims_shared_sdk.qci is one of those error-producing files.
Please post to let us know if that works (it did for me).
Also, get a copy of the Context editor and setup the F9 key as the user command:
C:Program Filesvalvesteamsteamapps[your username]sourcesdkbinstudiomdl
Pressing F9 in Context will compile an open qc file using studiomdl and capture the output so you can see what errors (if any) it produces.