This blog has moved to http://blogs.msdn.com/b/appfabric please update your links!
When the new Web Platform Installer (3.0) was released I had trouble finding Windows Server AppFabric. The new UI can be a little confusing so to save you some trouble here are the instructions for installing Windows Server AppFabric.
Go to http://www.microsoft.com/web and download then run the Web Platform Installer
In the search box type AppFabric and press enter
The search results will take you to AppFabric (and let you know if it was already installed)
Note: I have some old AppAbric Setup artifact on this machine – you might not see this.