After having many problems attaching the mdf, as well as running the script from the http://msftdbprodsamples.codeplex.com/ page, I had finally managed to create a fresh copy of mdf & ldf files for the AdventureWorksDW2008R2.
Just unzip the 2 files anywhere - e.g.: C:\DATA\ - and attach the db.
I hope this would save you some time.
I had tested this on:
OS: Windows 7 Enterprise 64bit with SP1
DB: MS SQL Server 2008 R2
Microsoft SQL Server Management Studio 10.50.2500.0
Microsoft Analysis Services Client Tools 10.50.2500.0
Microsoft Data Access Components (MDAC) 6.1.7601.17514
Microsoft MSXML 3.0 4.0 6.0
Microsoft Internet Explorer 9.0.8112.16421
Microsoft .NET Framework 2.0.50727.5448
Operating System 6.1.7601