Perhaps your project targets .NET 3.5 or lower? System.Threading.Tasks was introduced in .NET 4 - just using Visual Studio 2010 is not enough; you need to target the appropriate frames. (Fortunately, it is in the profile of the .NET 4 client, which is often a bit "received" for some other types.)
Similarly, Silverlight has not yet received the TPL, although IIRC it comes in Silverlight 5.
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