How to setup Marketo SSO and ADFS?

Has anyone setup SSO with ADFS successfully? We're trying to configure it in Marketo, but the document provided by Marketo is not very helpful. In particular, what should we put under Entity ID? We have tried several possible URLs like saml.marketo.com/sp and Marketo instance URL, then test SSO via login.marketo.com/saml/assertion/<my-munchkin-id> , but got "Error processing SAML message. Request was ill-formed in some way." Any help or experience you can share is greatly appreciated!

Vivian