To begin the installation of Silverlight for Windows Phone, visit the following link:
Click on the Download Now button. Depending on your browser and its settings, you will be asked to either save or run the .exe file. Here we will save the file. Click Save File. Make sure to save it in a location that is easy to access, as you will need the file shortly. Besides getting Silverlight for Windows Phone, you will also get other developer tools such as Visual Studio 2010 Express for Windows Phone, XNA Game Studio, Expression Blend for Windows Phone, the Windows Phone Emulator, and more. For this reason, be prepared for a lengthy download and install process in the upcoming steps.
Once the file has finished downloading, double-click it. You may be asked to allow the program to make changes to your computer. Click Yes to give it permission.
A Setup dialog box will appear, noting that installation components are being prepared. Give it some time to process.
The Windows Phone Developer Tools License Agreement should now be visible. Read over the terms of the agreement. When finished, click Accept to continue.
You will be given the option to simply Install Now, or choose a custom installation. We want to install all of the components, so click on Install Now.
The Developer Tools will begin to download. This process will probably take quite some time, depending on your download speeds. Do not click Cancel, or you will interrupt the process. Simply leave the computer alone until everything is complete. The first half of the process will be dedicated to downloading all of the components, and the second half will consist of installing the components.
After the download and installation finally completes, you will see a Setup completed stating that you have installed Microsoft Windows Phone Developer Tools. Click Run the Product Now to open up the tools.
Microsoft Visual Studio 2010 Express for Windows Phone will open.
Click on New Project. In the New Project Window, you will see a section for Recent and Installed Templates on the left-hand side. Under Visual C#, you will see Silverlight for Windows Phone. Click on it to view various Silverlight templates for Windows Phone Application, Windows Phone Databound Application, Windows Phone Class Library, Windows Phone Panorama Application, and Windows Phone Pivot Application. Click on any one of these, click OK, and you can begin developing your application.