Right, you just need to "include" the Resource files in your SL Class Library (Client.Data).

1.) Create a folder structure in the Client.Data project for the server-side resources. In my case I made it: {ProjectRoot}\Server\Resources.
2.) Now, right click the new "Resources" folder you just created and choose "Add --> Existing Item...".
3.) Browse to your Web solution that is hosting the SL app (Server.Web) and browse down through until your find the Resources folder within it (usually it's just at the root).
4.) Now, select the resource files you need, however, don't forget that instead of clicking the "Add" button, click the drop-down arrow on the "Add" button and choose "Add as Link". In my case, I just needed to add "ErrorResources.Designer.cs" and "RegistrationDataResources.Designer.cs".

That should be it, now your projects will compile.