Unfortunately that's the way Visual Studio behaves. It's backward compatible (so you can open old files with newer versions), but it's not forward compatible (so you can't open newer files with older versions).
One trick that often works is to create a new
VB 2008 project and remove Form1 from it. Then use the Project menu's Add Existing Item command to select the
VB 2012 program's forms and modules and add them to the
VB 2008 project.
You can also open the
VB 2012 source files in a text editor and copy and paste into a new project.
Of course you can also install a newer version of Visual Basic:
That would make using the examples easier.
I hope that helps.