In Chapter 11, on page 232, the book says "You need to Ctrl-drag from the MyDocument icon in the nib window to each of the ColorBlendViews ..."
But there is no MyDocument icon in the nib window (actually a xib window in my case; I'm using XCode 2.3.2). The first time I created this project, I added a MyDocument icon to the nib window by finding that class in the Library window. This worked for creating an environment where I could Ctrl-drag the outlets, but the final project failed. None of the ColorBlendViews instantiated properly.
When I did the project a second time, I found that the outlets are all in the "File's Owner" icon in the MyDocument nib window. Then everything worked.
I hope this helps anyone else who might be working on this project.