Just a note to anyone who is using the MyFirstGame skeleton in cocos2d 0.8 or is implementing the steps in the extremely useful "How to reference cocos2d instead of copying it into your project." entry on the cocos2d wiki->resources->iphone_recommended_reading page
As per the "Cannot Use Phonegap" entry on the http://appreview.tumblr.com/ blog, Apple will reject apps that call external frameworks or libraries that contain non-Apple code:
"An Application may not itself install or launch other executable code by any means, including without limitation through use of a plug-in architecture, calling other frameworks, other APIs or otherwise. No interpreted code may be downloaded and used in an Application except for code that is interpreted and run by Appleās Published APIs and built-in interpreter(s)."
What this means (I believe) is that Apple cannot validate that the external framework or library is non-malicious as part of their App review so you'll need to include the entire cocos2d source tree in your release version of your app. Many developers do this already as can be seen in open source games using cocos2d (e.g. Pusher or Thrown-too) but I thought it was worth mentioning as other means of including cocos2d in xcode projects start to be utilized.