How to install NET framework on windows 7?

Hello!
I need some assistance with my NET Framework. You see, I recently installed parallels in my Mac and my computer that is running on Windows 7. Now, I need to install and the application that requires NET Framework.
I tried downloading NET Framework from Microsoft’s site but I got this message: "C:UsersAdministratorAppDataLocalMicrosoftWindowsTemporary Internet FilesContent.IE55SOFW5UAdotNetFx40_Full_setup.exe is not a valid Win32 application".
I was wondering if you know what this means and if there’s something I could do to address my concern.
I hope you can help me. Thank you.
