If you have actually obtained a copy of the book you will have noticed that it does not have any CD-ROMs with the source code on them. This is not as advertised on some book sites. I am really very sorry about this. The book was originally going to be shipped with copies of XNA and Visual Studio on CD-ROMs, but this was not possible in the end.
You can get the companion content for the book from here. (thanks ed)
I am terribly sorry about all this. I just hope that you still consider the book (and this site) worth it.