A few people asked me for this, so here you go! Feburary CTP links, and order of installation are:

• Operating System
  • XP Professional with SP2 or Windows 2003 Server (note: I'm not including Vista/Longhorn yet, VPC isn't working well with those)
• SQL Server
  • Install SQL Server 2000 or 2005, but you can skip this step if you want to use SQL Express which is installed with Visual Studio 2005 if you elect to.
• Visual Studio 2005
  • include SQL Express if you didn't do step 2. NOTE: I like to keep a VPC handy up to this point, and make copies of it as I need to rebuild for future WinFX CTP releases.
    
• WinFX Runtime Components
  • http://www.microsoft.com/downloads/details.aspx?FamilyId=F51C4D96-9AEA-474F-86D3-172BFA3B828B&displaylang=en
• WinFX SDK
  • http://www.microsoft.com/downloads/details.aspx?FamilyId=9BE1FC7F-0542-47F1-88DD-61E3EF88C402&displaylang=en
• VS Tools for WinFX (Orcas)
• http://www.microsoft.com/downloads/details.aspx?FamilyId=AD0CE56E-D7B6-44BC-910D-E91F3E370477&displaylang=en
• Windows Workflow Foundation
• http://www.microsoft.com/downloads/details.aspx?FamilyId=A2151993-991D-4F58-A707-5883FF4C1DC2&displaylang=en