Custom Post Listing page error

I've followed the tutorial on custompress but I can't get the tags/categories/custom Taxonomy page to list the items.

I see the category at the bottom of the custom post, but when i click on it, i get a Nothing Found error, I'm using a very very basic installation of Wordpress with default theme and no other plugins.

I would be very grateful if you could advice how to get CustomPress working.

Thanks,
Chi