Resolved the Indigo installation error
Additional (read more updated) release notes for Indigo are available as well. Scroll to the bottom of the page and there are links to winfx newsgroups, Web-based Indigo newsgroup can be accessed here. There are responses from Indigo team in the newsgroup, which is motivating. Basically, the fix was to start the SSL service and restart IIS. I'm wondernig how come this as been reported only once, may be because I used a fresh XP machine and for others SSL service is already running.
And the net result of playing with different combinations of Indigo installations is over past 1.5 days is that I'm finally able to view the WSDL of Getting Started sample.
Lesson learned: Search in MSDN newsgroup before hunting around (atleast googling did not help).
Now onto writing my first Indigo client to invoke my first Indigo Web service ... fingers crossed!