Cannot Build Expression Blend 4 / Silverlight 4 Project in Visual Studio 2010

Just had this problem: Trying to build an Expression Blend 4 Silverlight 4 project in Visual Studio 2010 on a machine that does not have Expression Blend 4 installed on it threw these errors:

The property 'Triggers' does not exist on the type 'Grid' in the XML namespace 'http://schemas.microsoft.com/expression/2010/interactivity'.   
The tag 'EventTrigger' does not exist in XML namespace 'http://schemas.microsoft.com/expression/2010/interactivity'.   
The tag 'ControlStoryboardAction' does not exist in XML namespace 'http://schemas.microsoft.com/expression/2010/interactions'.   
The tag 'EventTrigger' does not exist in XML namespace 'http://schemas.microsoft.com/expression/2010/interactivity'.   
The tag 'ControlStoryboardAction' does not exist in XML namespace 'http://schemas.microsoft.com/expression/2010/interactions'.   

In order to fix this, I just had to install the Microsoft Expression Blend Software Development Kit (SDK) for Silverlight 4