Unfortunately for the current Technical Preview there are a few problems with the UI setup, however you can just:
1) Open %windir%\system32\inetsrv\administration.config
2) locate the end of modules: </modules>
3) right before that add an entry named "Playlist" so it looks like:
...
<add name="Playlist" />
</modules>
4) Save it and you should get now the feature for delegated connections.
Carlos