Things are moving fast in the SharePoint world... especially with respect to documentation. Before you know it the documentation of SharePoint is updated. It is a huge product, and on release it was quite clear the documentation wasn't finished.
The documentatation that came with the product is out of date, the SDK's that you downloaded are probably out of date as well.
To get the latest version of the regular documentation (for administrators and the user help) keep an eye on:
[Blog: Serge van den Oever]