I am using Expression Blend 4 with .Net 3.5
In the image below, there are options for Transition Effects and the ability to choose Easing effects for your transitions:

My Blend interface does not have these on my WPF application:

However, if I create a new application (such as a WPF Sketchflow app) these options appear just as they do in the first photo.
What determines whether or not these options appear, and how can I get them into my WPF application?
I think you need the WPF toolkit to even get this far with .NET 3.5. (WPF 3.5 lacks the VisualStateManager; the toolkit adds this missing piece.) As to why it doesn’t show up, it’s because it’s not supported in WPF 3.5:
When you create a new WPF Sketchflow app, it’s almost certainly targeting .NET 4.0.