In my answer to wave-particle duality I expain the key to this misunderstanding in popular expositions on quantum mechanics.
The basic problem is that people think that the wave nature of the elementary particle entity, is exhibited in its mass distribution. They think that the entity is spread out in space according to the wave function of the quantum mechanical solution. It is the probability of finding the particle at (x,y,z,t) that is predicted by the quantum mechanical solutions.
When one looks at a probability curve, for example the life expectancy as a function of current age, one does not see oneself spreading out in fractions or continually until 100 years. One knows that it is just a probability distribution derived by the census bureau. It is the same with the quantum mechanical probability distributions ( the square of the wave function). The experiment you link to is just a smarter experiment than the traditional "check the slit" experiments which introduced large distortion to the measurements and created the artifact of a spread particle magically gathering itself up.