¿Probaste descargarlo completo para instalarlo offline?
http://www.microsoft.com/es-mx/download/details.aspx?id=25150
Lo descargue manualmente y me dio error la lista de errores que aparecio es esta
[11/23/13,20:29:33] Microsoft .NET Framework 2.0a: [2] Failed to fetch setup file in CBaseComponent::PreInstall()
[11/23/13,20:29:33] setup.exe: [2] ISetupComponent::Pre/Post/Install() failed in ISetupManager::InternalInstallManager() with HRESULT -2147467260.
[11/23/13,20:29:33] setup.exe: [2] CSetupManager::RunInstallPhase() - Call to Pre/Install/Post for InstallComponents failed
[11/23/13,20:29:33] setup.exe: [2] CSetupManager::RunInstallPhaseAndCheckResults() - RunInstallPhase() returned a NULL piActionResults
[11/23/13,20:29:33] setup.exe: [2] CSetupManager::RunInstallFromList() - RunInstallPhaseAndCheckResults failed [2]
[11/23/13,20:29:33] setup.exe: [2] ISetupManager::RunInstallLists(IP_PREINSTALL failed in ISetupManager::RunInstallFromThread()
[11/23/13,20:29:33] setup.exe: [2] ISetupManager::RunInstallFromThread() failed in ISetupManager::RunInstall()
[11/23/13,20:29:33] setup.exe: [2] CSetupManager::Run() - Call to RunInstall() failed
[11/23/13,20:29:34] WapUI: [2] DepCheck indicates Microsoft .NET Framework 2.0a is not installed.
[11/23/13,20:29:34] WapUI: [2] DepCheck indicates XPSEPSC Installer was not attempted to be installed.
[11/23/13,20:29:34] WapUI: [2] DepCheck indicates Microsoft .NET Framework 3.0 SP2 x86 was not attempted to be installed.
[11/23/13,20:29:34] WapUI: [2] DepCheck indicates Microsoft .NET Framework 3.5 'package' was not attempted to be installed.
[11/23/13,20:29:34] WapUI: [2] DepCheck indicates Microsoft .NET Framework 3.5LP - ESN was not attempted to be installed.
[11/23/13,21:09:47] Microsoft .NET Framework 2.0a: [2] Error: Installation failed for component Microsoft .NET Framework 2.0a. MSI returned error code 1603
[11/23/13,21:10:17] WapUI: [2] DepCheck indicates Microsoft .NET Framework 2.0a is not installed.