1. Download NuGet package manager
2. Go to Visual Studio 2010 Express for Windows phone -> Tools -> Library Package Manager -> Manage NuGet Packages for Solution...
3. Search "Windows Phone Tookit"
4. You should see Silverlight for Windows Phone Toolkit pop up... Install it for the solution
5. To test that it is installed. Go to Expression Blend. Right click on your solution and choose Expression Blend.
6. Go to the last symbol on the toolbar (>>), click on it to expand it.
7. Type "wrap" into the search box and if you find it, then Windows Phone Toolkit has been installed properly.