"No method found to override" when using Shims

I am trying to follow this tutorial. I followed every step until I got to the part where Rachael adds the fake assemblies. After I did the same, after 5 seconds or so, I got numerous error messages in the error window.

So I investigated the output of my solution a little. It turns out, I have the System.4.0.0.0.Fakes file in my references, but not the mscorlib.4.0.0.0.Fakes file. It's also missing inside the FakesAssembly folder of my solution. This is how my references folder looks like:

Within VS:

And my physical FakesAssembly folder from explorer:

So basically I don't know how to continue. I am using the enterprise version of VS2015, so Fakes should definitely be there. Am I missing something here?