I'm just reading through this the first time. I didn't realize chapter 3 was so short. Perhaps Ch. 4 should be Ch. 3 and this should be a section within it to introduce the running example and tell the reader to load the MSE for it (after you've described how to load MSE files).
I think forward references in a book are a bad idea. Why not just tell how to load the MSE file right here? The instructions aren't very long.