The link Claudio provided describes the way to solve it quite clearly.
Just to make it 100% safe:
You are running the old version of Melodyne essential, which runs as a stand alone application, connected to Pro Tools via ReWire.
What you see in the Video tutorial is the new Melodyne essential RTAS
version. To update to this version you need to visit your myCelemony account. http://www.celemony.com/cms/index.php?id=mycelemony
Please follow the instructions given there to upgrade to the new version. You'll receive a new serial number, so the old one will not work anymore.
Prior to the install of the new version you should remove the old version from your computer. To remove Melodyne from your computer, please make use of the Windows uninstaller (Control Panel > Software).
Now restart and run the installer for Melodyne essential RTAS. After this operation you should find Melodyne essential in the Other category in the Plug-Ins popup list.