I recently installed the Silverlight SDK and following the Hands on Lab instructions, tried to create a new project in Visual Studio 2005.

But the WPFE project template wasn't there.

So I installed again. Still no template.

Finally, I decided to RTFM. Nothing in the online whitepaper solved it. Nothing in the SDK Documentation that got installed on my machine. Nor in the QuickStart. Finally, I saw in the Release Notes that installing the template is an extra step.

There is a shortcut that is installed with the SDK, here:

Then, when you are in Visual Studio, the template is here (note C# only for now...):