according to the system requirements:The .NET Framework SDK runs on: 
Microsoft Windows NT® 4.0 (SP 6a required)
Microsoft Windows® 2000 (SP 2 recommended)
Microsoft Windows XP Professionalbut here is a workaround:
http://groups.google.com/groups?hl=en&lr=&ie=UTF-8&oe=UTF-8&selm=qgfjqu0k8nicdhfbqjs50eka2amso327vs%404ax.com