Getting unknown error trying to plot spatial data

Hi there! I'm following an awesome guide to working with spatial data
(http://www.frankdavenport.com/blog/2012/6/19/notes-from-a-recent-spatial-r-class-i-gave.html)
and am running into an error that I can't figure out how to fix.

Disclaimer: I am very much an R n00b

Here is the r script I am running:
https://dl.dropbox.com/u/28231177/This%20Should%20Work.R

data: https://dl.dropbox.com/u/28231177/my_data.csv

shapefile: https://dl.dropbox.com/u/28231177/sfzipcodes.zip

I am getting two errors:

pds<- fortify(sf_map)

*Using OBJECTID to define regions.*

pds$OBJECTID<- as.integer(pds$OBJECTID)

*Error in `$<-.data.frame`(`*tmp*`, "OBJECTID", value = integer(0)) :
   replacement has 0 rows, data has 16249*

	

## Make the map

p1<- ggplot(my_data, aes(map_id = zip))
p1<- p1 + geom_map(aes(fill=vol, map_id = zip), map = pds)
p1<- p1 + expand_limits(x = pds$lon, y = pds$lat) + coord_equal()
p1 + xlab("Basic Map with Default Elements")

*Error in unit(x, default.units) : 'x' and 'units' must have length>  0*

Anybody have any idea what is happening here or how to resolve this?