I'm not familiar with that particular cable, but most of the bundled component cables I've seen are made up with RG-59. (Make sure it's rated for in-wall use before going any further.) I use a Rat Shack 278-248 stripper; looks just like the one on the Audioquest website. That style of stripper requires depth adjustment to get an accurate cut. What's the model number on the Ideal stripper you picked up? Can't really tell you anything about using it without knowing which one you got. By the way, Audioquest has an instructional video for stripping cable on their website.
Fishing cable is a skill. I use tapes, rods, and teflon coated wire. It's not easy, but if you work at you can get the tape on the interior side of the insulation. Depending on the age and location of the house, there may not be a vapor barrier on the interior side of the exterior walls. Did you encounter a layer of plastic when cutting through the sheetrock?
Good luck,
Sam