Followed all the steps ,didn't get any errors , screenshots provided look exactly what was taking place... Still it didnt work for me

Tested with angry birds but it still goes to phone memory by itself.
One thing I did do was turn off usb debugging after I had disconnected my phone.. did it not work because of this? Will I always have to keep usb debugging on?
I am on 2.3.5 on a510e. Thanks.
EDIT: carried out he procedure once again this time leaving it in debug mode still no luck... at least with angry birds.. will try out other apps n post.
Doesn't work with Adobe reader as well so its safe to assume it just doesn't work on my device for some reason.. damn
UPDATE: it has started working like a charm, disabled usb debugging n still works. ! Many thanks for this useful tutorial .
One chore less as well as interestingly enabled moving to SD for HTC apps like quickoffice n battery widget that have been installed through HTC hub. The apps I installed which had move to SD disabled like utorrent remote n orange theme for dolphin were able to be moved

.. thanks once again.