The preferred method of installing Microsoft .NET Framework 2.0 is via Microsoft Update. Click "Custom", choose "Software, Optional", and select "Microsoft .NET Framework 2.0". If Microsoft .NET Framework 2.0 doesn't appear, then its already installed. Finally, click "Review and install updates".

Altenatively, go to Microsoft .NET Framework 2.0 Downloads. There are three versions of the redistributable package. "IA-64" means Windows 2003 64-bit for Intel Itanium. "x64" means Windows 2003 64-bit SP1 for EMT64/AMD64. "x86" is for all other versions of Windows.