Download the latest release of the WCSF and run the installer:
then hit the "check dependencies" button and you get a dialog that looks like this:
Now, since I have VS 2008 beta 2 installed it tells me I need VS 2005 (WCSF doesn't work with 2008 beta 2 apparently). Well fair enough, so I hit the "download" link it takes you to the following page:
Since the main feature of this page is VS 2008 beta 2, I wonder how many people spend ages downloading that, only to find that it doesn't work with WCSF. :-(