As I'm sure you know, WPF/E is a client side technology.  However there are still come settings that need to be changed at the server level for WPF/E to work properly on your site. 

  1. Change content expiration to 1 minute
  2. Add some MIME types:
    • .manifest - application/manifest
    • .xaml - application/xaml+xml
    • .application - application/x-ms-application
    • .xbap - application/x-ms-xbap
    • .deploy - application/octet-stream
    • .xps - application/vnd.ms-xpsdocument

For more detailed instructions and information including a script to make these changes quickly check out this link:  http://msdn2.microsoft.com/en-us/library/ms752346.aspx