This is actually a lot simpler in Xcode 4, but you just need to know where to get around.
First, get the CloudMade libraries as per the original instructions and check them out into your project folder.
svn co http://developers.cloudmade.com/svn/iphone-api/iphone-api/trunk/inc
svn co http://developers.cloudmade.com/svn/iphone-api/iphone-api/trunk/libs