As with the .NET Framework SDK, you can download the mobile Web SDK from Microsoft at http://msdn.microsoft.com/downloads/default.asp?url=/downloads/sample.asp?url=/msdn-files/027/000/976/msdncompositedoc.xml&frame=true (don't worry, it's a small download at just over 3.5MB). This SDK contains all the files, assemblies, and namespaces that you need to get started building mobile applications, as well as documentation and examples.
After you have a copy of the SDK file, oblieit.exe, double-click it to begin the installation process. You should see the image in Figure 23.1.
Figure 23.1. Installing the mobile Web SDK is a breeze.
Click the Next button, accept the license agreement, and then click Next again to begin the installation. Follow the directions to the end; the process is very simple, consisting of only five or so steps. After the steps are completed, you should see the screen in Figure 23.2.
Figure 23.2. The final screen for the Mobile Web SDK installation.
You should now see a shortcut to an HTML document titled .NET Mobile Internet Toolkit Overview in your Start menu. Open this file in your browser and explore the documentation. This HTML page contains links to release notes, up-to-date development issues, as well as the official documentation and examples.
Now you're ready to get underway developing mobile applications!