VS 2008 Beta 2 SDK: VS Shell Project Wizard exception

I’ve been following the SDK documentation on creating a VS Shell application, but the VS Shell Project Wizard immediately fails with the following error:

“Error: this template attempted to load an untrusted component 'Microsoft.VSSDK.AppEnvWizardExtension'. For more information on this problem and how to enable this template, please see documentation on Customizing Project Templates.”

My development environment is as follows:

OS: WinXP/SP2

IDE: VSTS 2008 Beta 2

SDK Version: July 2007 CTP