Thanks for the follow-up.
The reason for the different file names is that I downloaded the demo, extracted it, then re-zipped it to a new file to ensure no issues when you downloaded it. :)
Also, in regards to your issue, Visual Web Developer is meant to be used for web-based development, however the Sales Dashboard that you downloaded represents a composite application that has both Silverlight (web) and WPF (desktop) elements, so parts of the project are incompatible with VWD 2008. If you would like, you can download a free trial of Visual Studio 2008 from Microsoft, which would have all the requirements for running both web and desktop applications:
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