Taking MSDN Documentation on the Road w/ out installing MSDN Library...
I found this tool from an article in Code Magazine.
Package This uses the MSDN Content Service Web Services to first give you a list of MSDN or TechNet categories, then you can just click and download, and generate either HxS or CHM files.
If you don't want to install the entire MSDN library this tools allows you to store it in a CHM, which is what I chose. This way, I have the WCF section in a nice CHM package...