Err you cannot use a normal coloured texture as a bumpmap, I'm sure that avwave didnt say that.

The bumpmaps are created in blue scale, they have no additional colors.

There are lots of bumplapping programs, for example photoshop, crazybump, gimp etc.

For example /dl me(slipanc) and look at my custom folder, open up my bumpmaps and combine them with my normal textures, see whats the difference there.