If you have any problem post me a comment, to tell you how to solve it. And now... Hello World Orcas:
1.- Create a new WPF application

1.1- Go to Project : HelloWorld properties and change the next:

2.- Add a button on the window

3.- Let's create the event (I supposed they will put a design mode early), to do that, go to the window.xaml.cs (yeah we will have to get customed):

4.- And now add the following code:
public partial class Window1 : Window
{
public Window1()
{
InitializeComponent();
button1.Click += new RoutedEventHandler(button1_Click);
}
void button1_Click(object sender, RoutedEventArgs e)
{
MessageBox.Show("Hello World");
}
}
Run and you will have your first VISTA WPF .net 3.5 C# first app, Congratulations :)