What steps do I need to take to use WCF Callbacks?

Here is about the simplest complete example that I can come up with:

public interface IMyContractCallback
{
    [OperationContract]
    void OnCallback();
}

[ServiceContract(CallbackContract = typeof(IMyContractCallback))]
public interface IMyContract
{
    [OperationContract]
    void DoSomething();
}

[ServiceBehavior(ConcurrencyMode = ConcurrencyMode.Reentrant)]
public class MyService : IMyContract
{
    public void DoSomething()
    {
        Console.WriteLine("Hi from server!");
        var callback = OperationContext.Current.GetCallbackChannel<IMyContractCallback>();
        callback.OnCallback();
    }
}

public class MyContractClient : DuplexClientBase<IMyContract>
{
    public MyContractClient(object callbackInstance, Binding binding, EndpointAddress remoteAddress)
        : base(callbackInstance, binding, remoteAddress) { }
}

public class MyCallbackClient : IMyContractCallback
{
    public void OnCallback()
    {
        Console.WriteLine("Hi from client!");
    }
}

class Program
{
    static void Main(string[] args)
    {
        var uri = new Uri("net.tcp://localhost");
        var binding = new NetTcpBinding();
        var host = new ServiceHost(typeof(MyService), uri);
        host.AddServiceEndpoint(typeof(IMyContract), binding, "");
        host.Open();

        var callback = new MyCallbackClient();
        var client = new MyContractClient(callback, binding, new EndpointAddress(uri));
        var proxy = client.ChannelFactory.CreateChannel();
        proxy.DoSomething();
        // Printed in console:
        //  Hi from server!
        //  Hi from client!

        client.Close();
        host.Close();
    }
}

A few namespaces will need to be included in order to run the example:

using System;
using System.ServiceModel;
using System.ServiceModel.Channels;