WPF/E is getting better and better as new CTP releases come out.  The February CTP includes several nice additions including a new downloader that allows resources used by a WPF/E application to be downloaded dynamically.  As the resources are downloaded their progress can be monitored and displayed.  This can be useful when images, movies or music need to be downloaded "on the fly" so that the end user can see the progress of the download.  More information on the downloader API can be found at http://msdn.microsoft.com/en-us/library/bb232904.aspx.

An example of using the downloader to load multiple images and show the progress of each one as it loads can be found here.  If you're new to WPF/E and want to learn more about it as well as keep up and the latest releases and samples, I highly recommend subscribing to Mike Harsh's blog at http://blogs.msdn.com/mharsh/.  Mike's a member of the WPF/E team at Microsoft.