VB.NET 2008 install can't find Microsoft.Build libraries 3.5

Hi..
I just installed VB.NET 2008, and whenever I want to create a project, it says it cannot find the Microsoft Build 3.5 DLLs, like Microsoft.Build.Framework.dll. Indeed, they are not in the assembly cache, because they were apparently not installed. How or where do I download the library?
Thanks.

The Net 3.0 is an Optional Update on the Windows Update site. Click CUSTOM, and then you can choose it.

Thanks!