Many Windows applications requires latest version of Microsoft .NET framework which is version 3.5 .

If you go to Microsoft download center, then by default you will get live installer of approximately 2-3 MB’s while complete .NET framework requires 50-200 MB. Actually on the same page there are links to complete setup but they are placed in a way that anyone can hardly notice them. Seems like Microsoft wants you to download live installer but there are problems with live installer…
It may hang forever if you have slow internet connection like dial-up, GPRS, etc.
You can not use it at all if your computer is not connected to internet
Also if you are running pirated Windows better not to use any software/installer from Microsoft which connects to Internet.

Here I am giving you links to complete Microsoft .NET Framework 3.0 & 3.5 setups which are gathered from Microsoft pages (links: v3.5 & v3.0)
# Microsoft .NET Framework 3.5 Setup
# Microsoft .NET Framework 3.0 Setup
Microsoft .NET Framework 3.5 Service pack 1 (Full Package) – EspaƱol (231.5 MB)
Only select your language…

Do not worry about authenticity of above links as they are from Microsoft’s server! :-)