Microsoft .Net in Catch 22 situation

Where do you begin?

Yesterday I tried to install Microsoft's .Net Framework 3.5, SP1 on one of the servers at work. I ran the full edition downloaded from Microsoft's official site.

.Net Framework 3.5 SP1 setup began to install and then it gave me this rather ironic popup window message:

Yes, your eyes are not playing tricks. I have not manipulated the picture in any way. This is direct snapshot from the screen. The installation Framework 3.5 SP1 Setup needs to close itself in order to continue! Before you say that perhaps I was running it twice, the answer is no! I checked in the Task Manager and there was only one process listed.

I chose the Ignore option and the setup continued happily until the end.

That's Microsoft for you!