I've had a few people hitting problems with the Begin To Code with C# example programs.
The sample code is supplied as a Visual Studio Solution which you can download and then open.
You get problems if you put the sample code folders inside other folders with long names, for example:
When Visual Studio builds a program it creates quite a large number of subfolders which makes the paths to files in the application even longer. Some Windows filesystems restrict the maximum length of a filepath which means that the build process will fail.
If you get problems, particularly ones where the error complains that "Snaps.dll can't be found", you could try moving the sample code folder up the directory hierarchy, or putting it directly on your desktop. That might help.
Of course, if that doesn't work you can get in touch with me and I'll give you some help to get things going.