Yikes, we have a documentation hole here. We wanted to protect the help page so just the developer can access it. The username is blank and the password is your application key or master key you can get from the Azure portal for your mobile service.
The bits and demo from Brad's talk are available at http://bit.ly/wcfjquery.
@shaggygi - encoded is not supported in Silverlight at this point. If you don't control the service, you could consider building an intermediary WCF service that serves as a relay between Silverlight and the third-party service.
If you are interested in updates on WCF support in Silverlight, follow me on Twitter at @digthepony.
Hi vesuvius - you've nailed the big three ways to get data into yor Silverlight app. Using WCF gives you access to the message exchange pattern and things like how the data is encoded (hence features like duplex and binary), so it's the most flexible and powerful way to do services. Also when you use WCF you are building loosely-coupled and standards based services that can be composed and used by many other clients, not just Silverlight (after all WCF services are standard SOAP 1.2 services).
ADO.NET Data Services is geared toward a scenario where you want to expose a database as a REST-style service. It is great for that scenario but you are constrained to the serialization formats and message patterns of REST.
.Net RIA Services is similarly scoped to an end-to-end data-driven solution: you expose a data and bind it to a rich Silverlight control in very few steps. The "service" and "client" are very tightly coupled but you get features such as validation, paging, conflict management, batching, offline support, etc. Again you get great value if you are implementing this kind of scenario, but you lose the flexibility WCF gives you.
So I think all three approaches have great use cases, but we probably could do a better job of explaining what to use when