OK, NEVER MIND
Turns out that that resolution was GARBAGE anyway and I decided to read Derek's blog and found the answer there:
1) "Note that you CAN NOT change "RSA_DATA" or "RSA_INDEX" as the SSO service is hard coded to use them and the install WILL fail if they are not present."
So although you can use a Custom DB Name and Custom File Names, you MUST use the RSA_DATA and RSA_INDEX in the SQL Query Script.
2) It turns out the VMware is sloppy with their work and I did not notice the Typo in their script
FILEGROUP RSA_INDEX( NAME='RSA_INDEX', FILENAME='C:\CHANGE ME\RSA_INDEX.ndf',
SIZE=10MB,
MAXSIZE=UNLIMITED,
FILEGROWTH=10%)
Notice it is NDF and not MDF so you have to change it to MDF.
So basically after I made these TWO changes then everything worked as expected and although I got help from Derek please feel free to award me the points in case anyone else finds this helpful, hahaha...
Derek's Blog about SSO:
http://derek858.blogspot.com/2012/09/vmware-vcenter-51-installation-part-1.html