Actually, I did not purchase either the embroidery software or a PC to run it on. I was so angry that the larger picture had never been mentioned, let alone explained, that I left in disgust ... and resolved to make do with the regular hoop sizes and multiple hooping.
Another thing worth mentioning: Last Christmas season, I purchased an in-the-hoop design I was excited about. But when I loaded it onto my jump drive and plugged it into my sewing machine, the sewing machine told me I needed to use a mega-hoop. That's why I bought one, and that's why it never dawned on me that I couldn't just attach it and get right down to business.
I'm mostly glad that y'all thought I had gone through with the additional purchases because your positive statements about having bitten the $ bullet and now being glad you did ... well, I'm rethinking my first decision. We'll see how well the re-hooping goes on those Christmas stockings!
If I didn't mention this before, I did learn that embroidering on Minky using a polymesh stabilizer under the fabric and water soluble stabilizer on top - as several of you suggested - worked beautifully. During our long trials and errors, the teacher ended up floating a cut-away stabilizer where the polymesh had begun to tear, and that worked perfectly too! Thank you, thank you, thank you!!!