VisualStudio bug?
it sounds like you just need a reference to System.Xaml.dll
Re whether this is a bug in VS; well, I suppose the templates could add that reference - I can reproduce it, so it may be worth logging on connect
Was this project migrated from .NET 3.5 to NET 4.0 ? If yes, the interface now resides in System.Xaml and you need to reference it.
In my case "System.Xaml" was added to the project automatically but giving the same type of error:
The type name 'IComponentConnector' could not be found in the namespace 'System.Windows.Markup'. This type has been forwarded to assembly 'System.Xaml, Version=4.0.0.0, Culture=neutral,.... .' Consider adding a reference to that assembly.
I've solved the problem by, just deleting the "System.Xaml" from References and again adding "System.Xaml, Version=4.0.0.0" from Framework.