If you have been following this thread, please see this post: http://forums.bignerdranch.com/viewtopic.php?f=73&t=3336
iOS 5 changed a lot with memory management and the templates. The first few exercises in the book won't work right out of the box. Namely, ones that ask you to build from the Window-Based Application template.
You'll find a few solutions within this thread. Here is the recommended one for right now (I'm working on another):
1. Download this file: http://www.bignerdranch.com/solutions/Quiz.zip
2. Unzip it, it will be a directory containing all of the files created by the "Window-Based Template"
3. Any time you start a new project, duplicate this directory and begin from that duplicate.
All of your AppDelegates will be QuizAppDelegates - but that's okay. Also, all of your apps will be named Quiz. But you can change the name of your app in the settings for the project.
Another alternative is to download Xcode 4.1, but this can get tricky if you've already installed 4.2.
You can download Xcode 4.1 from http://connect.apple.com