Hi Bcuriel,
I've just tried that one out unmodified - it actually works, but the URL they're using is outdated and no longer returns a tweet in the expected format (only an error). You can try it yourself in your browser, the URL used in the example is:
http://api.twitter.com/1/statuses/user_timeline.xml?screen_name=arduino&count=1
You can add something like this line:
Serial.println(inChar);
After these two in the loop() function to see it actually receives the data:
// add incoming byte to end of line: currentLine += inChar;