Thanks Bertrandleroy, bu no theere wasnt.
As I am not 100% sure I am doing things properly, I explain my steps below
1. Download and install latest version of orchard - now using 1.4.2
2. Download the relationship sample: http://docs.orchardproject.net/Attachments/Creating-1-n-and-n-n-relations/Orchard.Module.RelationSample.0.5.0.zip
3. Extract the relationship sample into Modules directory in a folder I create called Orchard.Module.RelationSample
4. In Orchard, I go to the Modules sections and I see that RelationSample appears TWICE, once in the "Sample" category and once in "Uncategorized"
5. If I turn either one on, or both then still, no new content types appear
6. I look in app_data\logs and I see an empty log file dated today, but it is empty, nada...
Am i doing something obviosuly wrong?