The issue that Ben was talking about here is different than you are facing. You may be having the very same appearance, but more than likely the error is different. It is basically impossible to plug every possible error that may come up in the DTE for the reason that Ben explained in this post.I took the sample just now and made sure that it came up and worked as it should.
(I attached this same image so you can see it in full size). So the issue here is that your StrataFrame assemblies are either out of sync (which is the most likley) or not properly installed.
Open you GAC and make sure that all of the StrataFrame assemblies are there:
Next, go into VS and click StrataFrame -> Version. Make sure that they all match. Mine don't because I am running a hybrid installation (which you will not be). Also, I am running on the most recent SF beta (1.6.6.2), which you may just be running the 1.6.6 build (which is fine).
It is going to be something along these lines.