Oh, as far as not finding P2P in longhorn, from my understanding it is not installed by default.
add it via Add/Remove Programs --> Add/Remove Windows Components. Install the Peer-to-Peer component. That will add the p2p.dll needed for running the samples.
just so ya know... as far as P2P, I stick with bit torrent. Mostly for obscure or no longer publised materials, however I AM guilty of downloading stuff that isn't, but not often.