It should be so easy, but nothing really is when it comes down to reality!
Following the how-to from Microsoft (http://msdn.microsoft.com/en-us/library/windowsazure/dn151790.aspx), you might run into a problem with your application not being able to find the assembly holding System.IdentityModel.Tokens.ValidatingIssuerNameRegistry? It will simply throw an error and show a stack trace.
It turns out there is a screw up with the version (4.5.1) included in WIF* and the sample. So to remedy this problem – uninstall the package using the nuGet console like this
and install the previous version 4.5.0 like this:
Install-Package System.IdentityModel.Tokens.ValidatingIssuerNameRegistry –Version 4.5.0
This will actually make your application work ;-)
* Windows Identify Foundation