I ran into a similar issue, but it was due to me running the SetupDSC.ps1 script (http://bit.ly/1hjumbd), I was copying my .mof and checksum files to C:\Program Files\WindowsPowerShell\DscService\Configuration
instead of C:\ProgramData\PSDSCPullServer\Configuration. This script set the webroot of the Pull Service to C:\ProgramData\PSDSCPullServer\Configuration.
I take it the new xPSDesiredStateConfiguration resource will fix this.
Once I copied my files to C:\ProgramData\PSDSCPullServer\Configuration, and rerun the Pull everything worked as expected.