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I am obviously missing something. Here's what I did:
1. Went to Admin->Groups, and enabled 'Extended Profile' for Anonymous (since their the ones I want to collect info. on).
2. Went Admin->Blocks, Show Blocks Visible in:Top page, Group:Anonymous, Visible:All. Didn't see the Extended profiles or SmartProfile module.
3. Went Admin->Blocks, Show blocks visible in:Extended Profiles, Group: Anonymous, Visible:All. Still didn't see the module on the list.
4. Went back to admin menu, clicked on SmartProfile module.
5. Had no idea what to do on user panel, skipped it.
6. Went to Categories...decided they were fine.
7. Went to Fields panel...chose some to be under category Personal, added an address field, and set it to be under Personal as well.
8. Clicked edit for each field under Personal. Selected Show in Registration Form: Basic Information for all of them. Also specified they were required.
9. Clicked on Registration Steps panel. Basic Information already configured to be first step. Save After Step selected.
10. Clicked preferences, and didn't see anything abnormal.
11. Brought up a browser, went to my page, selected 'Register Now'. Saw the same form I saw before. Please let me know what I missed.