However, despite I followed the exact instructions, my setup did not work.
The issue is in Step 4. My web resource is not loading because I've specified the "filename".
In the Onload event for the form, configure the event handler to call the SDK.DependentOptionSet.init function and pass in the name of the XML web resource as a parameter. Use the field on the Handler Properties dialog box to enter: "sample_TicketDependentOptionSetConfig.xml"
into the field Comma separated list of parameters that will be passed to the function.
Instead of using the "filename" [sample_TicketDependentOptionSetConfig.xml], you should use the "name" of the resource i.e. "new_ticketdependentOptionSet".
To check, view the web resource if its loaded in the browsers developers tool.