Mike calls this out on his Sonoma Partners CRM Blog:
We received a few requests about how someone can download the oodles and oodles of sample code from our Programming Microsoft Dynamics CRM 4.0 book. Unlike our Working with.. book, the Progamming book does not include a CD. I assumed (incorrectly) that you could just download the code from the book's Microsoft Press website listing: http://www.microsoft.com/MSPress/books/12790.aspx. However you might notice that there is no link to the downloads!
Well, Microsoft Press doesn't make this easy to find but you can download the sample code here: http://www.microsoft.com/mspress/companion/9780735625945/
This download URL is tucked away (some might say hidden!) on page xxiii of the Introduction.
All I can say is Doh! Oh, and thanks Mike.