Guitar Scales Confuses Me

Hi guys.
I just learned the 5 positions of the natural minor scale and played around with it for a bit. I am playing alot of symphonic metal and i know the harmonic minor scale is a great one for that genre.
i checked the scale out on this website, and got confused when this scale, because of the leaps. This made me unsure on how to practice this scale, and how to understand it, and basicly i just need some help understanding the theory of it.
I am really confused right now, and i am not sure why actually.
But if someone could help me get to understand the guitar scales a little better it would be so awesome
http://www.gosk.com/scales/harmonic-minor-...-for-guitar.php

Btw - i am a big fan of Nightwish, so if you guys know what scales they are using to create there guitar solos and so, it would be a great help for me