Arrgh. Should have done a forum search before I wasted time.
Downloaded
Hotfix KB969612 for my Xp computer - and that did the trick.
May I suggest this one be referred to in the errata, Imar? I know it's not strictly an error, in the book, but a note in that would have caught my eye (I have the errata printed out, and it's the first thing I refer to when I hit a problem).