I worked through this today and found a few typos (I am using SW 09, SP4.0, x64 edition):
For step 3 in "SheetMetal_Study".
They have a typo- s.b.
"..right-click SolidBody 2 under the frame-1 part...".
"SolidBody 1 icon changes from...",
"SolidBody 2 icon changes from...".
Thereafter, a step appears to be required when the user changes body types. I practice this frequently because of swapping solids for surfaces back and forth: Right click on the study name and choose "Update All Components". It is possible the solid body chair frame did not get recognized.
That, or the frame failed to mesh. I have seen cases where some parts won't mesh, but the algorithm finishes anyway (ususally with a warning about which parts failed to mesh), then displays meshed components on screen.
My software actually froze when I attempted the mesh with the new sheetmetal body representation of the seat. So, I killed SW and restarted and it works OK now.
Can you let me know if anything else did not work as expected?