Just like people that had VisualStudio 2010 previously installed (which I don't), I also had problems installing the Windows SKD 7.1 in my Windows 7 x64 machine. Basically it would fail without a clear message on what caused it.
It would also mention: "Please refer to Samples\Setup\HTML\ConfigDetails.htm document for further information". But awkwardly enough
ConfigDetails.htm is nowhere to be found in my system. And clicking the link that should help me finding the solution simply didn't work!
Note: could someone tag this with the new tag "windows-sdk" that I can't create myself due to low reputation? And I'd also suggest then the removal of the generic "sdk" tag.