If you already have Visual Studio 2010 installed (or the free Visual Web Developer 2010 Express), then you can install both the Silverlight 4 Tooling Support as well as WCF RIA Services support by downloading and running this setup package (note: please make sure to uninstall the preview release of the Silverlight 4 Tools for VS 2010 if you have previously installed that). 

The Silverlight 4 Tools for VS 2010 package extends the Silverlight support built into Visual Studio 2010 and enables support for Silverlight 4 applications as well.  It also installs WCF RIA Services application templates and libraries:

Today’s release includes the English edition of the Silverlight 4 Tooling – localized versions will be available next month for other Visual Studio languages as well.