Ok, so I must have misread or just had a "space-out" moment when reading that part, but after creating the *.pretty directories it worked. Thanks!

Arduino IDE: 1.6.5
OS: Windows 8.1
MySensor Library: 1.4

I started out by wiring up the W5100 Ethernet Module, NRF24L01+, and DCcduino UNO (Arduino Uno Clone) as per the Ethernet Gateway guide (http://www.mysensors.org/build/ethernet_gateway). I then:

1. Downloaded the 1.4 MySensors Library from http://www.mysensors.org/download/

2. Unzipped the Arduino-Master.zip file and copied the "Libraries" folder in to my sketch book folder.

3. Restarted the Arduino IDE and loaded the MQTT Sketch

4. Defined a static IP and port

#define TCP_PORT 1884
IPAddress TCP_IP ( 192, 168, 1, 50 );
byte TCP_MAC[] = { 0x02, 0xDE, 0xAD, 0x00, 0x00, 0x42 };	

I am using 1884 so it dos't conflict with my existing Mosquitto MQTT Server

5. I edited RF24_config.h to enable soft-spi

 /*** USER DEFINES:  ***/  
  //#define FAILURE_HANDLING
  //#define SERIAL_DEBUG  
  #define MINIMAL
  //#define SPI_UART  
  #define SOFTSPI   
  /**********************/

When I upload the sketch everything seems to load fine. I can ping the gateway and get a valid response. When I look at the serial monitor window all I see is
Started!

I am pretty sure there should be more in the serial monitor window. I am not able to connect to the gateway with a MQTT Client though (using MQTTlens Chrome App). I don't have any sensors online yet, just trying to get the MQTT Gateway up and running and then test using it with OpenHAB (or maybe HomeGenie).

Looking for some assistance, troubleshooting steps, etc. Any help is appreciated. Thanks!