You need to go into SiteManager>Development>Document Types>Page (menu item)>Transformations and verify your transformations are correct. If you followed the KB article and used the same names, look at these transformations MegaMenuTopLevel and MegaMenuSub. You most likely have a bad tag or are missing a ; or something like that.

BTW, the transformation will only show in the file system (location you mentioned) IF you store all virtual objects to the file system. This can be found under CMSSiteManager>Administration>System>Virtual Objects. You can check the boxes in the Source Control group and apply changes. Then click the Store all virtual objects in the file system button and you will then find it in the file system location you mention.