What is wrong with this? I get an error saying it is old, and must rebuild, so I allow it to rebuild, and it opens, but the preview is blank, and i get "Must fix compilation errors to preview" when i click preview. How do i fix these, and what is wrong??
If you have some script errors, it's likely you have changed something in some script file. You could always just unzip the tutorial into a clean folder, and open that folder with Unity. It should work fine.
For reference, I am using Unity3D Free, Version 3.3.0f4 (63135).
I just downloaded the FPS_Tutorial.zip and FPS_Tutorial_Complete.zip from unitys fps tutorial main page to see if I could reproduce the problem.
Both of the projects were out of date and I was presented with this message box.

I selected Continue, to move on.
Next, I was told in both projects that texture settings for normal maps had to be corrected.

I selected Fix now, to move on.
Next, for the FPS_Tutorial.zip I got the following error:

Because I don't have Maya installed. I am unsure if it posed any problems. No scenes were bundled but I could play the main scene and there was no compilation errors as you described.
Next, for the FPS_Tutorial_Complete.zip I got the following warnings:

These are harmless and notified that some shaders were upgraded. Again, there was no compilation errors as you described. I was able to play the demo without any problems.

I get "the reference script on thes behavior is missing" can someone upload the full component so i can try that? The scrpit or prefab is called "FirstPersonControllerPrefab".
please show me where you downloaded this zip file i need it URGENT