Just like James Morrison and Nelly Furtado say, you really can't play a broken string. And quite similarly, you just can't use a broken link.
I always find it very annoying when, while browsing a website, I find a broken link. You fall victim to the promise of interesting things to come, only to be disappointed by the error message filling up your screen $-$ something like when you're trying to call somebody on their phone and you get the "Sorry. The number you've dialled is not recognised" message.
But, I should really stop moaning about all this because, as it turns out (thanks to semi-anonymous George from Canada), I'm guilt of this crime myself and there were some broken links on the book webpage. Some of the files with the R code for the examples in chapters 4 and 5 (which I've already discussed here and here) were pointing to the wrong addresses and therefore weren't downloadable. This should be fixed now, so hopefully it will all work.