When you plan to install the Windows 7/2008 R2 SDK, the SDK needs to be installed before VS2010 SP1. Here is the recommended install order:
1. Visual Studio 2010
2. Windows SDK 7.1
3. Visual Studio 2010 SP1
4. Visual C++ 2010 SP1 Compiler Update for the Windows SDK 7.1
Here is the link to the blog post about this: http://blogs.msdn.com/b/vcblog/archive/2011/03/31/10148110.aspx