Many people have had issues when trying to create new projects from the Apex project templates. The issue tends to be that when creating the project, files are not added correctly, leading to errors such as:
'The file WindowStateToBorderThicknessConverter.cs could not be found within the project templates.'
The resolution for this issues appears to be to
Run Visual Studio in Administrator Mode. Running as an administrator should allow you to create the templates properly. Hopefully, support for creating the templates as a normal user will be added soon.
If the above doesn't work, then please try running the command:
C:\Program Files (x86)\Microsoft Visual Studio 10.0\Common7\IDE\devenv.exe /InstallVSTemplates
Which will re-install the templates, then try again.