Don't get too excited guys. That effect really isn't bumpmapping (well technically it is..) but it's not anything that can't be achieved via texturing. It doesn't actually react to level lighting, the same light maps would be used no matter what. When we made that effect, the engine did not support tangents on level geometry, thus true lighting could not be calculated. Now they are implemented in the latest beta with DirectX9, so the shader will need to be revised in order to get a real effect.
sriram - I plan on releasing a much better version of that scene as soon as a better shader pulls through.
bloodred - of course, you have to make a different material for every texture, then load the core effect via an .FX file. That would allow you to use seperate bumpmap images for each texture.