In case you are targeting .NET 3.5 you will need to install ADO.NET Data Services Update for .NET Framework 3.5 SP1 for Windows 7 and Windows Server 2008 R2 or ADO.NET Data Services Update for .NET Framework 3.5 SP1 for Windows 2000, Windows Server 2003, Windows XP, Windows Vista and Windows Server 2008 depending on your operating system.