The following papers gives a detailed introduction as to how to construct WinBUGS code for the approach in the book.
Crainiceanu, C., Ruppert, D. and Wand, M.P.
Bayesian Analysis for Penalized Spline Regression Using WinBUGS.
Volume 14, 2005, Issue 14 of Journal of Statistical Software.
Marley, J. K. and Wand, M.P.
Non-Standard Semiparametric Regression via BRugs.
Journal of Statistical Software, (2010), Volume 37, Issue 5, 1-30.