The relevant code is here (for the RC): http://aspnetwebstack.codeplex.com/SourceControl/changeset/view/f079d76e57b5#src/System.Web.Http.OData/OData/EntitySetController.cs
response.Headers.Location = new Uri(Url.ODataLink(
Configuration.GetODataPathHandler(),
new EntitySetPathSegment(controllerName),
new KeyValuePathSegment(ODataUriUtils.ConvertToUriLiteral(GetKey(entity), ODataVersion.V3))));
I'm guessing the ODataLink generation is failing because the ODataPathHandler is not populated on the request.
This doesn't appear to be an issue in our latest bits. Do you want to try grabbing a nightly build?: http://aspnetwebstack.codeplex.com/wikipage?title=Use%20Nightly%20Builds.
Daniel Roth