Hi madcatrobert (may I call you MadCat?).
I just cleaned and rebuilt my copy of Lesson 4 (the Silverlight 4 version, right?) and it works fine on my machine. So my first question to you is "have you tried building and running the sample lesson 4 ... exactly as it was shipped?"
If fails in this manner on the shipped sample, then we need to follow a different path to resolution. For the balance of THIS reply, I'll suppose that you are following the Lesson 4 instructions by hand. Perhaps there is a glitch in the instructions; it would be great if you helped me find it so I can get those instructions back on track.
There are several ways to produce the exception you're reporting. I just did it on purpose to myself ... by changing the "Build Action" on my "/Views/DrinkOrderDataTemplate.xaml" from "Page" to "None". A misspelling of "DrinkOrderDataTemplate.xaml" would cause that exception as well.
These are logical places to start looking. If you still have this problem after making sure that you don't have a transcription error, or a Build Action problem ... or if it doesn't work when you use the shipped lesson code, get back to us right away.
It might be useful then to attach a zip of the code to your report (plrease exclude all binaries ... and please don't paste the source code into your report).