If you weren't at the PDC, you can still get the latest WinFX bits, with the latest drop of WCF and WPF:

http://www.microsoft.com/downloads/details.aspx?familyid=ffd636f0-86e9-41e8-9e1c-100a4cc4888f&displaylang=en

Of course you need MSDN subscription to install the latest Visual Studio 2005 bits on top...but the RC1 candidate is available up there, so I recommend you use that...apparently it only runs with Beta 2, so you can't work with the latest and greatest 2005 bits today and get WinFX running.

Do this if you want to be able to run any code samples I post on Indigo...er...WCF WCF WCF WCF...

ADDING MORE INSTRUCTIONS

I found a great blog post explaining all the steps for PDC DVDs or downloaded bits here: http://www.longhornblogs.com/rrelyea/archive/2005/09/16/PDC2005Software.aspx

These are the download instructions from Rob Relyea's blog:

1. Operating System Required - Windows XP SP2 or Windows Vista 5219 (not Windows Vista beta1!)

2. WinFx CTP installation
This installs WinFX on the machine...end users will need this done.
WPF (fka "Avalon"), WCF (fka "Indigo"), and .NET Framework 2.0 all get installed with an integrated setup.

3. Visual Studio (Beta 2!!!)  (or you can also install Visual Basic Express  or VC# Express - just make sure it is "Beta 2"!)  Sorry, there is currently no build of WinFX that is compatible with RC or RTM builds of VS!
Once the install is done, make sure you do step 2 of the VS setup...install Help content - use it offline if you want it to work its best with WinFX SDK content to come later.

4. Windows WinFX SDK
This installs a ton of help content (samples, documentation) and some great tools (xamlpad, etc...)

5. VS Extensions for WinFx
This installs Project Templates and Item Templates for Visual Studio.