if done properly, chances are next to none that u'll brick
it's riskier trying to reverse a softmod, but doable. You should not attempt this though, especially now that you're still learning the basics.
I don't know what you told modmii, but you should follow your guide. If you have a copy_to_usb folder, u should copy the contents of that folder to your usb HDD. If you have a copy_to_sd folder, copy the contents to your sd card.
Before asking anymore questions, please read or re-read your guide. Then if you have questions, please attach your guide to your post and tell me specifically what part of your guide you have questions about.
also, when you typed BOMB, it would have opened up a webpage telling you to "cut a wire" and download letterbomb, save it to you sd card, etc. If you skipped this step, you will not be able to complete the first step of your guide. If this doesn't sound familiar, start from the beginning and use the ModMii Wizard again.
edit:
re. your edit, that other folder are files for your fat32 usb hdd. Your guide explains how to format the hard drive, after formatting the drive, copy those files to it.