OK, I've realized that I need to include *all* of the sample Utility Toolkit framework files, or Samples\Managed\Common\dxmut*.cs. However, it only worked if I used the .NET v1.1 DX assemblies. Using the single .NET v2 assembly, I still get compiler errors. Apparently the v2 version is either half-baked (beta) or is intended for specialized usage.
Its quite clearly a beta, it has breaking changes and it is not yet complete (and never will be see Tom's blog). If the code in the article wasn't designed to run on MDX2.0 then don't try it unless you want to fix it yourself.