Found out what happened
I installed first Visual Studio, and removed some components that I thought wouldn’t be necessary (c++, f#, etc). I also removed visual web developer tools (shouldn’t have done that… you’ll see why in a minute).
After that, I installed Service Pack 1. Then, when trying to install the Silverlight 4 tools, I got an strange error message and I couldn’t continue. After searching the web, I found out that the SP1 for VS2010 comes with the Silverlight 4 tools bundled, and it should be installed by it.
The problem comes here : since I didn’t have my VS installation with the web developer tools installed, the SP1 installer just disregarded the Silverlight tools installation. And since Microsoft’s Silverlight 4 toolkit installer is buggy (if you have SP1 for VS2010 you just get this weird error and can’t continue), I was stuck.
How did I solve it? Add web developer tools to VS2010, and reapply SP1. It’s a much faster solution than uninstalling SP1, installing Silverlight 4 tools and reinstalling SP1.
Let’s hope that Microsoft grows aware of this situation, and upgrades their Silverlight tools installer to be a little more clever in the future so we don’t have to be doing these workarounds