Disclaimer The opinions expressed herein are my own personal opinions and do not represent my employer's view in anyway.
The July CTP of the .Net Services SDK only support 2008, Vista or Windows 7. This is true of the previous CTP’s but it was not enforced until the latest release. Luckily for me there is a simple workaround.
On a machine that does have the July CTP installed, take a look in C:\Program Files\Microsoft .NET Services SDK (July 2009 CTP)\Assemblies. There is a tool in here called RelayConfigurationInstaller.exe. Copy this and the Microsoft.ServiceBus.dll to your target machine and run the exe with /i. Then copy the DLL to the GAC and your done.
It appears as though RelayConfigurationInstaller simply adds the required machine.config settings on the target machine. You could also do this manually if required.
Of course, this is not officially supported but MSFT are listening. If you really need legacy OS support for this then post a message to the forums and ask for it before it’s too late.
Full Credit to Clemens Vasters for this tip.