[font=trebuchet ms]The DiMarzio switch looks a bit different mechanically from the StewMac switch, but I think they function in the same way. These are called 4-pole, 5-throw (4P5T) switches. Each section has a common terminal (pole), which can be connected to any of 5 different terminals (throws). These names are carried over from long ago ("Throw the switch") so it can get confusing. Anyway, in the diagram, the terminals at the end of the switch look to be the 4 common terminals for the groups of 5 terminals located inboard from them. I'm sure this would be easier for you to get your head around if you had the actual switch in your hand. Since you are determined to do this setup, I suggest buying either the DiMarzio part, or the StewMac Super Switch, and sitting down with it and sussing out how it all goes together.
Good luck![/font]