Yes, I'm sorry about that, but most of the early code for the book was written a long time ago even before XNA 1.0 was at (some of it even before the XNA Beta 2 was out) and there were a lot of changes since then. Most importantly I got a lot of feedback on the way content is loaded and I changed it in the last code update. Now all the Content load and unload events are used correctly, before that all that code was in the Initialize method. I also fixed a few bugs and improved some code, but I have not updated the source code in the book yet. I will fix this when I get the book myself (still waiting here in Germany while all you guys are already reading it in the US), not sure myself which source code was in the book. Thanks for the Errata submissions btw.
If you got more problems compiling code or understanding the differences that happend due all those changes, just ask. I'm happy to help with that.