Windows SDK for Windows Vista RTM and VS extensions for .NET 3.0
(Edit: corrected the winsdk web install link)
I had some trouble finding Windows SDK but finally found it:
ISO Install:
http://www.microsoft.com/downloads/details.aspx?FamilyId=7614FE22-8A64-4DFB-AA0C-DB53035F40A0&displaylang=en
Web Install:
http://www.microsoft.com/downloads/details.aspx?FamilyId=C2B1E300-F358-4523-B479-F53D234CDCCF&displaylang=en
The SDK is recommended to be installed before the extensions for Visual Studio 2005 for .NET 3.0 technologies (WPF, WCF, WF) are installed:
Visual Studio 2005 extensions for .NET Framework 3.0 (WCF & WPF), November 2006 CTP:
http://www.microsoft.com/downloads/details.aspx?FamilyID=f54f5537-cc86-4bf5-ae44-f5a1e805680d&DisplayLang=en
Visual Studio 2005 extensions for .NET Framework 3.0 (Windows Workflow Foundation):
http://www.microsoft.com/downloads/details.aspx?FamilyID=5d61409e-1fa3-48cf-8023-e8f38e709ba6&DisplayLang=en