I have had a few customers that are having trouble getting PowerShell up and running on their desktops.  The primary reason for this has been trying to run the incorrect version.  What you will need is the Windows PowerShell V2 Community Technology Preview (CTP) release and the WinRM 2.0 transport CTP release installed on your client computer.  Full instructions on how to get this are here. 

I hope this helps clarify things.

Jonny