CRM 2011/ CRM 2013 Error : A configuration element with the name 'Xrm' under the 'contexts' collection does not exist.

When you follow this :
http://msdn.microsoft.com/en-us/library/gg695803.aspx

This will give you error :
“A configuration element with the name 'Xrm' under the 'contexts' collection does not exist.”
Then, luckily, I try then find this link

http://msdn.microsoft.com/en-us/library/gg695805.aspx

Resolution:

The following shows part of the default configuration file that you should set:

<configuration>

 <configSections>
  <section name="microsoft.xrm.client" type="Microsoft.Xrm.Client.Configuration.CrmSection, Microsoft.Xrm.Client"/>
 </configSections>

 <connectionStrings>
  <add name="Xrm" connectionString="Url=http://crm.contoso.com/xrmContoso"/>
 </connectionStrings>
 
 <microsoft.xrm.client>
  <contexts>
   <add name="Xrm" type="Xrm.XrmServiceContext, Xrm"/>
  </contexts>
 </microsoft.xrm.client>
 
</configuration>

Hope it helps!