Unfortunately, I have to wait till October 26, because I'm not a subscriber; thanks for the link too (it'll have to wait too).
I guess http://odata.netflix.com/Catalog/ is not a public service. VSExpress fails to add a reference to it. I'm using Microsoft Visual Studio Express 2012 RC for Windows 8 + Win8 Release Preview.
EDIT: VS11+Win8 Consumer Preview includes the service reference *successfully* for C# console application, but not for Metro style app.
The error message is:
There was an error downloading 'http://odata.netflix.com/Catalog/_vti_bin/ListData.svc/$metadata'. The request failed with HTTP status 404: Not Found. Metadata contains a reference that cannot be resolved: 'http://odata.netflix.com/Catalog'. etc...