I found the error ponts at 2 script line.

HLEd -A -D -T 1 -l '*' -d dict -i phones0.mlf mkphones0.led words.mlf

and

HLEd -A -D -T 1 -l '*' -d dict -i phones1.mlf mkphones1.led words.mlf

change '*' to only *

else at step 6

HERest  command will show error about can't find the label file because the title in phone0.mlf and phone1.mlf are wrong.

Believe me, I have structed in this step for 2 weeks, and re-build system from the begining almost 10 times. In my mobile embeded speech recognition system,anything has finished,only speech training module that I couldn't go any further.

Then finally... it successed.  Thanks a lot to all of you who making this system and espectially this tutorial.