Don't worry. Many people make this mistake the first time.
I have a Yashicamat which loads the usual way. You pull the film leader over the aperture, attach it to the takeup and advance until the arrow on the leader lines up with the mark on the inside of the camera. Thinking the Rolleiflex loads the same way, I did as I usually did and ended up cranking through a whole roll of film. It wasn't until I searched the internet, downloaded the instruction manual from butkus.org ( http://www.butkus.org/chinon/rolleiflex.htm ) that I figured it out.
In my search, I also found that video. After the SECOND time, when I forgot which camera I was using and loaded it wrong AGAIN, I hunted up that video again and bookmarked it, figuring that somebody else might find it helpful, some day.