You try to install latest Windows SDK and it does not work.

If you look at the setup log file and you see:

8:58:43 AM Wednesday, June 27, 2012: C:\WinSDK\Setup\SFX\vcredist_x64.exe installation failed with return code 5100

Reason for this is you have a newer C++ runtime installed on your machine, for example by Visual Studio 2012.  The dumb Windows SDK installer will not install ANYTHING (even the simplest thing that does not depend on C runtime) if newer C++ runtime is installed.

Fix #1:  Install Windows SDK on clean machine and copy files over (if you just want the tools like me).

Fix #2:  Uninstall Microsoft Visual Studio C++ 2012 runtime (both x86 and x64 versions, then install Windows SDK