I dont have the book but, I assume, you are using VWD and not Visual Studio 2005. I can reproduce your problem only in Visual Web Developer, in Visual Studio 2005 the properties for a given control show up in the properties pane regardless of which view I am in.
You might want to go to the forum dedicated to that book and post a message for the author and ask them to clarifiy whether that that is a setting you somehow need to enable or if it is a feature available only in VS.
Sorry I can not be of more help.
This books forum can be found here btw:
http://p2p.wrox.com/book-beginning-asp-net-2-0-book-vb-isbn-978-0-7645-8850-1-c-isbn-978-0-470-04258-8-228/
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