.net Framework 3.0 Installer Crashes

Today, I installed the .NET Framework 3.0 Redistributable Package from here at a Customer's site, on a Windows Server 2003 SP1. After the installer started and I accepted the licence agreements, a minute later the installer crashed while tried to download some more data from the internet. It turns out that due to my limited rights on the Customer's firewall, the installer couldn't download the required content thus causing the crash. So, make sure that you have a right to download application/octet-stream content types before running the installer.