But the lady said that when I'm selling, it's like I'm selling the first shares I bought, not the last shares. So am I right to assume that I pay capital gains on both of those 5700 sell transactions, thus raising my book value meaning I pay less capital gains on future sales?

I believe the lady is wrong. You have a choice. The purchase and sale can be regarded as matching transactions, in which case you record the $0.01 loss per share and move on. This, however, will not affect the adjusted cost base of your other shares. i.e. the adjusted cost base you record will not increase, decreasing your future capital gain, so you can't have your cake and eat it too.