Update:
Fixed the issue by using:
array('user_id', 'exist', 'attributeName'=>'id', 'className'=>'User'),
Did a bit of debugging, the SQL yii was using before using the above was
"SELECT 1 FROM `page` `t` WHERE `t`.`user_id`=:ycp0 LIMIT 1"
Now, with the above it uses
"SELECT 1 FROM `user` `t` WHERE `t`.`id`=:ycp0 LIMIT 1"
So, think this may be a mistake in the book?
Thanks,
Matt