When you download the samples for this sdk, they are going to be read only as they are coming from the web. Windows 7 is pretty smart about this and automatically marks them read only, then VS 2010 picks that up and warns you
Then when you try to run the sample, if the sample tries to read the config files it will most likely throw an exception.
The solution I found was to use Windows Explorer and mark all sample folders as read write. Make sure VS is closed when you do this.
Then open VS and boom, it should work.
The SDK is here