The latest version does not support Visual Studio 2010 , now that Visual Studio 2012 has launched:
Following the latest official launch environments in Visual Studio 2012, we were pleased to announce that Roslyn September 2012 CTP is now available for download and supports RTM VS 2012. Please note that Visual Studio 2010 is no longer supported by this CTP.
The previous binaries are still available on NuGet (scroll all the way to Version History), which should still be compatible with VS2010, but as mentioned, these are older builds. They must move with time, they say ...