Last week, the new Beta 1 of WinFX SDK was released, pulled, and released again. You can find it here. To save you from the time that I spent, you will find that there is no Visual Studio Integration in that package (unlike the Beta 1 RC release). In the old release, there were new project and item types that I could not find after completing this install.
So, according to the MS WinFx SDK newsgroup, an new package called the "Visual Studio 2005 Extensions for WinFX Beta 1" will be available for download sometime this week. My supposition is that it will contain more than just the templates for creating new projects, otherwise why move it to it's own package...