Error on installing 3.4 net framework help

I have downloaded 3.5 netframework for Windows XP in order to run a game. While installing, it gives me the error message that “you must install windows installer 3.1 prior to the installation of Microsoft.net framework 3.5”. So when installing the windows installer 3.1 the system again comes up with the message that “system have newer service pack, there is no need to install”. I am using the windows XP service pack 3. Should I need to install the newer version of windows installer or should I download the latest version of Microsoft.net framework?
