When you have both Windows Azure Tools for Microsoft Visual Studio July 2009 CTP and Microsoft .NET RIA Services July 2009 Preview, the former will conflict the last.
In general, if you have installed only .NET RIA services tools for VS, a new type of project is added (affected one) - .NET RIA Services Library. It creates two projects - one Silverlight Library and one .NET Class library.
However, if you also have Windows Azure tools for VS installed, and want to create .NET RIA Serivces Library, the second project type will be Windows Azure Worker Role
(Both versions are July CTP preview)