The {R:0} contains the entire matched URL path, the {R:1} contains whatever was captured in the pattern within a first capture group. In case of wildcard patterns, each "*" symbol creates a capture group: for example if you had a pattern as "*bar*.aspx" and requested foobargoo.aspx, then {R:0} would contain "foobargoo.aspx", {R:1} would contain "foo" and {R:2} would contain "goo". Since you rule has pattern as "*", the {R:0} and {R:1} would contain exact same values.
The {R:0} (or {R:1}) in the rewrite rule in the walkthrough is used to preserve the originally requested URL path when forwarding the request to one of the servers in web farm. When you delete {R:0} (or {R:1}) from the substitution url in your rule, you force the rule to not preserve that path, which means that if your browser requests http://go.sonofvb.net/welcome.png, the rule rewrites it to http://sonofVB/, which causes the image to not appear. If you add the {R:1} to the substitution url then the rule will rewrite the request to http://sonofVB/welcome.png.