I had the same problem. The Legacy content you're looking for is on the Logic 9 install disks, and is apparently not installed by default. To avoid the quagmire of installing an older version over a newer one, I used Pacifist. Here's how:
1. Download and install Pacifist from Charlessoft dot com.
2. Get all your Logic 9 disks ready, and open the Logic Studio Install disk in Pacifist by dragging the Logic Install disk onto the Pacifist window. (You will need to insert all the Logic disks to open the complete package.)
3. in Pacifist, search "legacy". This gave me 5 results: Legacy Bass Guitar, 10 Legacy Instruments, 04 Logic Legacy Kits, 12 Legacy Instruments, and 06 Legacy Spaces. The Pacifist browser window shows the file paths.
4. In the Pacifist browser, right-click (or control-click) on the folder, and choose "Extract to Custom Location...", and extract to the corresponding location on your hard drive:
Legacy bass guitar (channel strip presets): /Library/Application Support/Logic/Channel Strip Settings/Track/04 Bass Guitar/Legacy Bass Guitar/
EXS samples: /Library/Application Support/Logic/EXS Factory Samples/10 Legacy Instruments/
Ultrabeat kits: /Library/Application Support/Logic/Plug-In Settings/Ultrabeat/04 Logic Legacy Kits/
EXS presets: /Library/Application Support/Logic/Sampler Instruments/12 Legacy Instruments/
/Library/Audio/Impulse Responses/Apple/06 Legacy Spaces
That should be all you need to add the Legacy content, without doing a full install. The EXS stuff is presets and samples, so you need to add both the EXS Factory Samples/10 Legacy Instruments AND the Sampler Instruments/12 Legacy Instruments. The others can be added modularly, or not.
Note that the Space Designer legacy stuff is IR's, so you would need to load IR, rather than load preset; there doesn't seem to be any preset list corresponding to these IR's. Also, I only tested this a little bit on the Ultrabeat stuff, but the samples seem to be present in the existing installation.
Also, keep in mind that this is just a tutorial. If you don't have the exact sound, use a similar one or create your own, and make it as close to the one you hear in the tutorial -- which is what the tutorial is about anyway! :)