Silverlight broken links

I just installed Silverlight 1.1 Tools Alpha for Visual Studio 2008 on a clean machine. Unfortunately, when I created my first project, all the references were broken. I searched on Google without luck. After 30 minutes of poking around, it occurred to me that I might also need the silverlight runtime (the client). That was it :)

Why they are not bundled, I do not know.

The links: