“The project type is not supported by this installation” for Workflow project

Download from ActivityExecutionContext in Workflows

caused  “The project type is not supported by this installation” when opened the solution.
On my machine I have Workflow only for VS 2008, but not for VS 2005, but the download solution was in 2005 format.
I’ve explicitely started VS 2008 and then converted solution from 2005 to 2008. Error disappeared. 
Similar problem with Moral: If you are trying to develop with .NET 3.0 maybe it’s a good idea to check that .NET 3.0 is installed first… described here.