To build all flavors of Rx, you will need several different SDK's installed: Visual Studio 2012 Windows Phone 8 SDK (create.msdn.com) Windows Phone 7.1 SDK (create.msdn.com) Silverlight 4 SDK Microsoft Silverlight 4 Tools for Visual Studio 2010 Xbox XNA Game Studio 4.0* * Note: Installing Xbox XNA Game Studio is tricky on Windows 8, as you must install some other dependencies first. More information can be found here: http://blogs.msdn.com/b/astebner/archive/2012/02/29/10274694.aspx For building installers and Visual Studio extensions, we need the following installed: Visual Studio 2012 SDK Windows Installer XML (WiX) toolset (wix.codeplex.com), preferably version 3.5. Note: the XNA Game Studio build has not been actively maintained and may not build. Feel free to fix it!