the answer has been given earlier by several other people, but as this is the top question now, i will answer it again (since it is rather signficant).
you need to go to File > User Preferences > File > Auto Run Python Scripts:

hope that helps,
if you want to understand the whole rig better, Maria Luisa Carrion D. has written a detailed explanation under the title of ‘Not a question. Explanation of how the cube rig works’.
julian