Since you are in a Windows 7 forum and not a .Net Framework forum, perhaps some more background information about what you are doing would help.
For instance, which version of .Net 4 did you download? What is the _Extended and have you searched you computer for it. The path showing in your attachment does not show the complete path so we could check. Is your internet connection available?
Some of these questions may seem silly to you, but I am not a .Net Framework user. I do, however, have .Net 4 installed.