I have started writing OData style services for a couple of clients, and I noticed that a lot of the classes in the API were missing… That’s because I needed to download the update, just having .net 3.5 sp1 wasn’t enough..
http://blogs.msdn.com/astoriateam/archive/2010/01/27/data-services-update-for-net-3-5-sp1-available-for-download.aspx
More later - joel