After a web nodes project is installed it asks if you want to open the project with Visual Studio. This never works on my pc and its probably due to my configuration of W7 (although its a pretty standard setup) but there is nothing wrong with the installation, just open VS first and select the solution file for the project you just installed.
Not a big issue, but since the rest of the installation goes so smoothly it caught me off guard the first time it happend :)