Pepper, I think you might be confusing the terms "download" and "install".
"Download" is to bring it from the internet onto you computer.
"Install" is to run the setup program to add the program for your computer.
The message you indicated (Microsoft.Net Framework 3.5 SP1 has encountered a problem during setup. Set up did not complete correctly.) would indicate you are attempting to install the program, not download it. When you download it from the internet, are you clicking "open" or "save as"? If you're clicking "open", don't. Try clicking "save as" first, save the installer, then open it after the download completes.
