The Windows SDK - Janary 2006 CTP is available for download and can be used for developing WinFX applications (WWF, WPF & WCF). This page give you the several components that are needed for developing WinFX applications, these are:

• WinFX RTC
• Visual Studio 2005 or Visual Studio 2005 Express
• Windows SDK
• [OPTIONAL] Visual Studio 2005 Extensions for WinFX
• [OPTIONAL] Visual Studio 2005 Extensions for Windows Workflow Foundation

When I tried to install the SDK, I received the message that the user has cancelled the installation. In the config file I had the following statements:

0:03:18 vrijdag 20 januari 2006: [SDKSetup:Error] Config_Products_Configure: Configuration of Product Microsoft .NET Compact Framework 2.0 (failed): User cancelled installation.
0:03:18 vrijdag 20 januari 2006: [SDKSetup:Info] Config_Products_Configure: End configuration of product: Microsoft .NET Compact Framework 2.0
0:03:18 vrijdag 20 januari 2006: [SDKSetup:Info] Config_Products_Install: End installation of product: Microsoft .NET Compact Framework 2.0
0:03:18 vrijdag 20 januari 2006: [SDKSetup:Error] Config_Products_Install: Windows SDK Setup (failed): Installation of the "Microsoft .NET Compact Framework 2.0" product has reported the following error: User cancelled installation.

The solution was to simply remove the Microsoft .NET Compact Framework 2.0 from the Add/Remove Programs in the control panel. After that the installation was successfull.