I am looking at WPF componenents in the toolbox but I cannot find the error provider that is present in 2005/2008.
Is it removed?
the ErrorProvider is a Winforms control. There is no equivalent in WPF. But you will still be able to find in in visual studio 2008 if you create a win forms project.
You might want to take a look at this article on error validation in WPF. It has some useful suggestions and ideas for how to handle validation.