There are tons of blog entries like this one explaining how to get intellisense for WPF/e using the February 2007 CTP. The SDK for that release has a file named wpfe.xsd and you drop it into your VS.Net schema folder here:

C:\Program Files\Microsoft Visual Studio 8\Xml\Schemas

I'm using the Silverlight 1.1 alpha bits, and the 1.1 SDK doesn't have a file named wpfe.xsd, so I was baffled for a minute. The Silverlight 1.1 SDK is laid out quite differently and comes in a handy zip file instead of a chunky MSI file like its predecessor.

Perhaps its just too early on a Sunday morning, but it took me a few minutes to realize that (A) the 1.1 SDK does have a file named Silverlight.xsd and (2) dropping Silverlight.xsd into my VS.Net schema folder does the trick. I'm going back to bed.