Here is my working WindsorControllerFactory based on the book:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Web;
using System.Web.Mvc;
using Castle.Windsor;
using Castle.Windsor.Configuration.Interpreters;
using Castle.Core.Resource;
using System.Reflection;


namespace WebUI {
    public class WindsorControllerFactory : DefaultControllerFactory {


        private WindsorContainer container;


        public WindsorControllerFactory() {
            this.container = new WindsorContainer(
                new XmlInterpreter(new ConfigResource("castle"))
            );
            var controllerTypes = from t in Assembly.GetExecutingAssembly().GetTypes()
                                  where typeof(IController).IsAssignableFrom(t)
                                  select t;
            foreach (Type t in controllerTypes)
                this.container.AddComponentLifeStyle(t.FullName, t, Castle.Core.LifestyleType.Transient);
        }


        protected override IController GetControllerInstance(System.Web.Routing.RequestContext requestContext, Type controllerType) {
            return (IController)this.container.Resolve(controllerType);
        }
    }
}