I agree, it must always be stressed that evolution has no goals, no concept of progress or a destination. It's probably the most common misconception regarding evolution by natural selection.
I have to disagree though with the assessments of the linked article, for example he does not put Steven Pinkers quotes in proper context, criticising them under a different context. Pinker was demonstrating that the decrease of violence can be viewed on many scales, over decades, centuries and millenia. The examples were to show a trend over these scales, he was not saying that higher violence in the middle ages means ipso facto, higher violence even earlier, just points along a general trend. In fact, it would be good to let Pinker explain himself here: http://www.youtube.com/watch?v=ramBFRt1Uzk
He also doesn't acknowledge that Keeley did in fact study the archaeology of the upper paleolithic.
He later asserts that Keeley didn't combine 'domestic' violence, murder and crime, with war casualties, Pinker does just that and the figures are still dwarfed as the video shows.
There are more indicators than the anthropological evidence that he does not address, for instance the marked thinning of the human skull would demonstrate that the threat of violent attack began decreasing slowly over thousands of years. On a more lurid note, DNA analysis undertaken to assess the risk of Mad Cow disease among human populations shows that cannibalism was so prevalent thousands of years ago that it has left the same genetic signature in all human populations (a resistance to diseases caused by consumption of human brain), thus it must have been selected for in Africa before the modern human dispersal. There is one exception, the Japanese, who lost the original and developed their own resistance after thousands of years of isolation. People don't generally offer themselves up for dinner so this does imply very significant and widespread violence and warfare.
His retort on the extinction of the megafauna is pretty limited, I dont see any references to the giant mammals of Australia and New Zealand that seemingly packed up and left after the arrival of humans, neither does he explain why the only megafauna that survive today are the ones that evolved and were under heavy selective pressures alongside humans for most of our history (and thus were more wary of our ways than the animals and birds on continents that had not had a human presence during their evolution).
I think people should read carefully the material being criticised before making a judgement, or for more concise accounts to the contrary, Jared Diamond's 'Rise and Fall of the Third Chimpanzee' (esp. Chapter 17 'The Golden Age that Never Was) is first rate (and Jared is well known for considering the rise of agriculture as being humanities worst mistake) as is Nicholas Wade's 'Before the Dawn'.