I don't have the book here right now but I think it was mentioned somewhere.
Anyhow: those books tend to be written for people already familiar with .NET and references, namespaces. etc. is the same in any core-language (C#/VB.net/F#) so it might be missing.
But if you read the online-documentation for open (Import Decleratiopns: The open Keyword) you will find all this wonderful explained - so the first thing you should look for is msdn or a simple google search ;)
Right from the MSDN:
"The module or namespace provided must be in the same project or in a referenced project or assembly. If it is not, you can add a reference to the project, or use the -reference command-line option (or its abbreviation, -r). For more information, see Compiler Options (F#)."
- Edited by Carsten Koenig Monday, July 16, 2012 1:28 PM