In WIndows 8 you have to do it a bit differently. Windows 8 actually has what it needs for .net 3.5 built in, you just have to enable it. To do this follow these instructions:
Go to Control Panel, switch it to Small Icons (in the upper right hand corner is a drop down). Select Programs and Features. Then click on the link on the left that says Turn Windows Features On or Off. Then the very first one on the list is .net 3.5. Check it off and follow the on screen prompts.
To easily get to the Control Panel you can either go to Start and type in control panel or right click on the desktop, go to Personalize and then on the left click Change Desktop Icons. Then check off Control Panel and it will be on your desktop.
Hope this helps.