Ouch, where did you download the .net installer from?
Was it at:
http://www.microsoft.com/downloads/details.aspx?FamilyID=0856eacb-4362-4b0d-8edd-aab15c5e04f5&DisplayLang=en) ?
What version of Windows are you running?
Try cleaning out your temporary internet files if you're downloading the .net installer with internet explorer.
Also, try going to start -> run and type "%temp%" in the dialog box without the quotes and click ok. This will open up your temp files directory. Once there, locate IXP000.TMP and select it. While IXP000.TMP is selected, hold down the shift key and press delete. A dialog box will pop up asking if you are sure you wish to delete IXP000.TMP. When it does, click yes. After doing this try running the .net installer program again.