When you copied the shared content files, did you rename them as indicated in the walkthrough by changing the "VS2005" prefix to your custom style ID? If not, that is one error. They are required by SHFB to override the standard presentation style elements with items that import values from the SHFB project and need to be matched to the custom style.
The second error and the most likely cause of your problems is that you didn't specify all of the HelpContent items as in the example:
<HelpContent><FilesSource="icons\*.*"Destination="icons"/><FilesSource="scripts\*.*"/><FilesSource="styles\*.*"/></HelpContent>
Using the standard conceptual and reference VS2005 build configuration files should be fine since you haven't changed them.
Eric