They do this by extending the story beyond the book onto a web site, blog, offer phone numbers and much more material that extends the book into real life.
I have talked about doing this before, I can't find the blog post right now. I think this is the future of TV and movies is to mimic more of the social and communication patterns we utilize every day.
Production companies should extend their tv shows into Facebook characters and break up the linear nature of the show and allow users to get involved with different characters and story lines.
You could spread the show between TV, Facebook , Youtube, MySpace and many more media outlets that would allow viewers to be part of it in their daily lives.
The authors of Personal Effects are definitely onto something, and they are stepping into the next era of storytelling.