Using Windows 7 64-bit and IE10. I also get the error "This stylesheet cannot be viewed because its source is in a different domain than the page."
It appears that both files must be from the same source, either: both created from scratch, or both copied from the unzipped folder.
One of my files (Lesson03.html) was copied from your "Before" folder while the stylesheet (styles.css) was created from scratch. Perhaps there is some domain ownership still attached to the unzipped classroom files? In most likelihood, it's probably a security device.
Creating both files from scratch and cutting and pasting all the information into both lets me view the page without any errors... Interesting behavior with IE10. Chrome doesn't exhibit that problem.