Don feel bad, I have run into the same problem.
I have try to run the demos, but noticed a lot errors ( I am running VS2008 3.5). I think the problems stems fro mthe fact that the code has not been updated for Netframewok 3.5. This combined that they do not have a straight (or simple way) of incorporating
the code (no clear example) could be part of my problems and maybe yours.
I do hope that some reads this post and gives a clearer guidance in how implement it. It appears to be agreat product and others so claims.