The new Flash Media Server 2 (FMS) does no longer include or install any sample files. I think this is a good decision as it caused a lot of confusion amongst some people. Macromedia has made the Flash Media Server sample applications available as a separate download.
The communication components can be downloaded here.
You have your links pointing to the components, not the sample apps.
Here's the correct link for the applications:
http://download.macromedia.com/pub/developer/fms2_...
Regards,
Gepatto