I tried to install EntityFramework 4.1 on VS 2010 through NuGet. I searched and found the package through "Tools > Library Package Manager > Add Library Package Reference" tool and I got this error: "This package (or one of its dependencies) contains powershell scripts and needs to be installed from the package manager console.". This is what I did to fix it:
Tools > Library Package Manager > Package Manager Console
PM > get-package -remote -filter entityframework
(got some results including EntityFramework 4.1.10311.0)
PM > install-package -id EntityFramework
Successfully added 'EntityFramework ...