You either need to install the 32bit (x86) .NET 2.0 framework or 64bit (x64) version depending on what type of OS you have installed.
For 32 bit OS'es (such as windows xp, windows 2000, windows mce)
http://www.MS.com/downloads/details...&displaylang=enFor 64bit OS'es (such as windows xp 64 bit)
http://www.MS.com/downloads/details...&displaylang=enEither that, or it could be a permissions problem, let me know and I will investigate it further if you do have the .NET Framework 2.0 installed.