In the video they set the source for both the EXE and the DLL to the TargetPath of the project. According to the Project Reference and Variables section of the wix documentation, this would be the path of the EXE. In this case the EXE was copied, then the DLL was copied with the same name, thus overwriting the EXE.
Setting the correct source, TargetDir, for the DLL fixed the problem.