Problem solved. Tom Reinhardt emailed me a solution offline. I post it here in case any other encounter my problem.
<snip> How are you "running" it? If I remember correctly, if I just opened the .xul file as "from a location," that didn't work. I actually had to run it as a "chrome" from the address-bar as in "chrome://microscope/content" or some such thing in order for it to correctly find the components. <snip>
