I don't trust the zip downloads of source code from codeplex, people report problems when they get the code that way. See the tips in the article getting the code with Tortoise HG, if you first clone it to revision 0 then you can pull the changes after that and it should work.
Also please read the READMEVisualStudio.txt file in the root of the source code.
The main thing to understand is that the features form other projects are copied to the /Web folder by post build events. You can debug any feature but you must run it in the contect of mojoPortal.Web project, ie mojoPortal.Web project needs to be the startup project int he solution. You must rebuild the entire solution at least once to make sure all of the feature code is compilked and copied by post build events.
Hope that helps,