Make sure to download the .NET Micro Framework from the correct sites
Just noticed that the Micro Framework, could be downloaded from sites that are not the Community sites. This can happen with Arduino as well. These are sites like the one shown below, it will download and mess around with your O/S.
The correct community websites to learn about the .NET Micro Framework
.NET Micro Framework at MSDN <<Link checked 5/29/2014>>
Learn more about .NET Micro Framework at NETMF.COM <<Link checked 5/29/2014>> (Site has the appearance of being abandoned, it isn’t, for some reason the banners are still showing 2012 when then display information.)