If this is from a project created by your copy of Xcode, so it uses its own copy of the project templates, this is very strange. Did you have an older copy of Xcode installed previously?
If you had a previous Xcode version installed, I’m concerned that you’ll find the files it uses don’t match with what’s expected in the book. For example, is there are a @MainMenu.xib@ file, or is it called @MainMenu.nib@ - note the difference in extension. If it’s @nib@, then an older copy of the Xcode templates are hanging around, and I’m afraid you’ll need to follow the steps outlined in the book in the “Installing Xcode” appendix in order to remove both your current install and any old files. If you’re using the first printing of the book, the commands to execute in the Terminal have extra spaces between the dashes - they should read e.g. @sudo blah/blah/blah –mode=all@. Alternatively, take a look at this old thread:
From about half-way down, it covers getting rid of the old files.
If you didn’t have a previous Xcode version installed, then this is a very odd problem. It should be easy to fix by double clicking on the project icon entry itself in the Groups & Files list, and looking at the Build Settings. If you type 10.4 in the little search field, you should find it leaves the Base SDK setting under Architectures, and possibly others like Mac OS X Deployment Target. If you click on where it says Mac OS X 10.4 next to these, you can use the popup to change it to Mac OS X 10.6. My concern, however, is that this shouldn’t be happening in the first place!