With all the new development tools coming out it is difficult to figure out which version works with which version.  Some are in Beta, some in CTP and others fully released.  If you are looking to start developing in WPF and WCF here are the 3 things you need:

1. .NET 3.0 Framework - Version 3.0

http://www.microsoft.com/downloads/details.aspx?FamilyId=10CC340B-F857-4A14-83F5-25634C3BF043&displaylang=en

2. Windows SDK - Version 1.0

http://www.microsoft.com/downloads/details.aspx?FamilyId=C2B1E300-F358-4523-B479-F53D234CDCCF&displaylang=en

3. VS 2005 Extensions - November 2006 CTP

http://www.microsoft.com/downloads/details.aspx?FamilyId=F54F5537-CC86-4BF5-AE44-F5A1E805680D&displaylang=en

Assuming that you have Visual Studio 2005 installed, download and install them in the above order and you should be ready to go.