Different versions of windows already have some version of .Net inside the operating system e.g Windows 7 comes with .Net 3.5 as part of the OS. You only need to install .Net framework if it is higher than what your OS already has.
Also when you install higher versions of Visual Studio the corresponding .Net frameworks are installed for you if you don't have them already.
Look here:
http://en.wikipedia.org/wiki/.NET_Framework[
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