Nice guide. I'll just add to this section, though:
click on TM File, and choose either cdtv.tm or cd32.tm, click OK (there are some games only working with cd32.tm and not with cdtv.tm and vice-versa! But cdtv.tm seems to be more compatible and doesn't show this ugly cd32-animation everytime you start, so I'd recommend the cdtv.tm)
Ordinarily, you need CD32.TM to activate the 256-color AGA modes. CDTV.TM limits you to ECS colors. I don't know if the Kickemu feature of WHDLoad renders this irrelevant in the creation of its sandbox environment.
