Hamad,
I think your sample is running at offline environment, our WorldMapKitWmsDesktopOverlay will connect the remote server, so if you can not access the internet, it will throw exception by default, the problem is that we are not throw a meaningful exception, you can solve this problem by two ways, one is get online, the other one is set the property of WorldMapKitWmsDesktopOverlay, worldMapKitDesktopOverlay.DrawingExceptionMode = DrawingExceptionMode.DrawException;
“Display a simple map” only has one overlay which is showing as map, if you remove the overlay, I think the result is correct that the map shows nothing because there is no overlay can display any more.
About “Load GeoDatabaseFeatureLayer”, it’s common problem that it can not find the specified DLLs from the dependency path, but not a bug. I don’t think that it’s working in your win2003 but can not work in windows7. You can look at the exception message that will guide you to copy the dependency DLLs to system32 folder.
James