Hi Sebastian,
Does your edit to the pg_hba.conf file look like the following:
host all all 127.0.0.1/32 md5
Also, I would look to connect as the "postgres" user from the PSQL command line and then run the SQL scripts as the instructions suggest (e.g. \i <your filepath>/data/postgresql/create_quartz_postgresql.sql).
Here is an example of how to connect which will prompt for the "postgres" users password: psql -d postgres -U postgres
You must navigate to the location of your "../postgresql/9.x/bin" directory to run that command.
When that script runs it will create the "pentaho_user" and then attempt to connect as the "pentaho_user" prompting for the password that is set in the script itself.
Lastly, you are not connecting to the server remotely, correct? If so, then you'll have to also edit the "postgresql.conf" file to allow for TCP/IP connections.
I hope this helps.
Thanks,
Matt Casper