UPDATE (10/31/2008): We just released the Windows Server 2008/SP1 WDK, which includes the coinstallers. This WDK is versioned as 6001.18002 and can be found here. Apart from the coinstallers, this WDK also has some additional changes, which are described here. The rest of the post has instructions on how to download the 6001.18001 WDK (i.e. the previous version of the WDK). We strongly suggest that you download version 6001.18002. If you do so, then you don't need to download the coinstallers from the seperate msi.
It still puzzles me that we continue to get emails from people, who cannot find either the latest WDK or the WDF 1.7 coinstallers.
So, just for completeness the steps are: