You try to install latest Windows SDK and it does not work.
If you look at the setup log file and you see:
8:58:43 AM Wednesday, June 27, 2012: C:\WinSDK\Setup\SFX\vcredist_x64.exe installation failed with return code 5100
Reason for this is you have a newer C++ runtime installed on your machine, for example by Visual Studio 2012. The dumb Windows SDK installer will not install ANYTHING (even the simplest thing that does not depend on C runtime) if newer C++ runtime is installed.
Fix #1: Install Windows SDK on clean machine and copy files over (if you just want the tools like me).
Fix #2: Uninstall Microsoft Visual Studio C++ 2012 runtime (both x86 and x64 versions, then install Windows SDK