VS 2008 SP 1 just went to manufacturing! This "service pack" comes with a lot of new things which you can read about here, here, and here. Included with this SP, is the first official version of the Entity Framework, LINQ to Entities, and Astoria, AKA ADO.NET Data Services.
Check out this blog entry for installation instructions which include running a preparation tool that removed any previously installed CTP versions among other things. You can get the bits from this download page on Microsoft's site.
If you want the MSDN documentation installed on your local machine, you can get it from here.
It sure is a fun time to be a developer!