As others have mentioned, this didn't work for me in Firefox, and IE came up with a message that said this site has known issues with IE........so I tried the free SeaMonkey browser/editor and it worked like a charm! Even though I had a list of about 1200 to unfollow, I only let it unfollow about 400 and then just closed everything down. Went back to twitter and reloaded to see that they were all gone now. You have to guess how many have been unfollowed so far, but they are unfollowed from top of screen to bottom and you can see how far down the software is up to. Will just do another 400 or so every day or two just to be safe.
Thanks again for the cool trick.