Trying to download and install Microsoft .NET Framework

Hi,

I'm trying to install the Microsoft .NET Framework 3.5 so I can run this
game beta I applied for; I download the 2 MB package, go through the terms of
service, accept, and finally get to the "download and install progress"
screen, 60 MB, okay, click start, but nothing happens. No progress, nothing.

I restarted and turned off my firewall, okay, so it starts to download, gets
to 4 MB... cancels... starts over... 4 MB... cancels... starts over... 4
MB... cancels... 0 MB, 0 KB/s. Four or five restarts, then, nothing.

What's the problem here?

I'm using Comcast highspeed internet on a Pentium 4 machine with Windows XP
Pro, 2.5 ram, 3.0 ghz processor, etc.