Slight miss in the WinFX (.NET 3.0) July CTP WCF Samples
While running the setup scripts for the Message Security (Certificate) samples for the July CTP of WCF, I came across this screen:

Upon further investigation into the setup batch scripts reveal this:
for /F "delims=" %%i in ('"%MSSDK%\bin\FindPrivateKey.exe" My LocalMachine -n ...
where I discovered the variable %MSSDK% was not defined in file.
So add this line to the variable settings on the top of the batch script:
set MSSDK=C:\Program Files\Microsoft SDKs\Windows\v6.0
This should help solve the puzzule of the missing directory name ...