I tried to install Remote Desktop Connection Manager on Windows 8.1 and it required .NET 2.0. I tried to install it (both download and from Programs and Features) and the installer tried to download the code. The download would fail with a 0x800F0906 error:
Pop in the installation media for Windows 8 and run DISM from an elevated (admin) command prompt. E: was the path to my Windows 8 installation USB.
It appears that this is caused by the machine being policy configured to use WSUS or similar with the download of .NET 2.0 not being available.