From the video I watched, it looks like the following:
Into the Fan box, is brought one White wire (Neutral), and a Bare Ground.
There's a two wire cable (Red and Black) running between ceiling, and switch box.
At the switch box, there's an additional Black (Hot) and Bare Ground.
Hookup as follows:
The Red wire is connected to the Blue wire from your special switch.
The Black wire (from the ceiling box) connects to the solid Black wire on your switch.
The Black wire (Hot) connects to the white-striped Black wire on your switch.
The Green wires are ground, so connect them together.
At the ceiling:
Blue wire from fan connects to Red wire from switch box.
Black wire from fan connects to Black wire from switch box.
White wire (the Neutral) connects to White.
The video is here
All of this above is total bunk, as far as I'm concerned, because you'll have to use single wires from different places, but if that's what you wanna do, go for it.
HOWEVER, you said this is a new installation, so....
I would instead, run 12/2 Romex from a 20amp Breaker in the panel to the switch box, and 12/3 Romex from the switch box to the fan box.
At the switch box
, I would connect the Black (Hot, from panel) to the Black/white striped wire on your switch.
The two White wires would be wirenutted together.
The Black wire from your switch would wirenut to the Black from the fan box, and the Blue wire on your switch would connect to the Red wire.
At the fan box
, Black goes to Black, White to White, and Red to Blue.
BTW: Don't put black tape on your wirenuts, it's not necessary if the wirenuts are put on correctly. Tug on each wire from the wirenut to make sure it won't come loose.
Also, don't use a metal ladder like the guy in the video (unless that's all you have, and then be darn sure there's no power up there).
Let us know how it goes.
EDIT: DO ALL OF THIS WITHOUT ANY WIRES CONNECTED TO THE BREAKER IN THE PANEL. Put them on last, with the breaker in the OFF position.