The 2.8 MB dotnetfx35setup.exe is the web installer . You do not want that. The full offline file is approximately 230–250 MB .
To download the .NET Framework 3.1 for Windows XP SP2 offline installer, follow these steps: it is referring to the
Microsoft .NET Framework 3.5 SP1 (Full Package) . it is referring to the
Alternatively, use the link – ensure the page explicitly states "Standalone installer" and "231 MB." it is referring to the
If your .NET installer is failing with an "at least 3.1 is required" error, it is referring to the , not the .NET Framework. Source: Microsoft Support - Windows Installer 3.1 v2 3. .NET Framework 3.0 SP1