Hmm, we tried implementing that example yesterday and our robot behavior did not look like the video. I believe it is all a matter of tweaking the PID controls, but then you have to have a good understanding of PID controls to know how to tweak that.
There is a white paper on PID controls here
http://www.chiefdelphi.com/media/papers/1823 that may help you understand how to tune the PID.
Good luck, I hope this information helps you