Ah, Phone gap ....
I was trying to follow the phone gap instruction
on this page, but found that it didn't work. Later I realized that I need to put the CordovaStarter-1.9.0.zip file under "C:\Users\{My account}\Documents\Visual Studio 2010\Templates\ProjectTemplates\Visual C#", and then on the Visual Studio 2010, under "Visual C#", I use "CordovaStarter", and vala, I am able to start building a phone gap application.
PhoneGap, Windows 8 and Windows Phone 7 SDK
I was trying to do something with Phone Gap, but I don't want to pollute my regular work Windows 7 environment. So I switched to Windows 8, and tried to install Windows Phone 7 SDK, which was required by Phone Gap. I got error message. Bummer. And then I saw that there's 7.1.1 SDK Update. So I tried that one, and also failed. So screw it, I am at least not setting it up on Windows 8.