As I follow it, there's a full installer for .NET 3.5
http://download.microsoft.com/download/6/0/f/60fc5854-3cb8-4892-b6db-bd4f42510f28/dotnetfx35.exe
And a .NET 3.5 SP1 installer
http://download.microsoft.com/download/2/0/e/20e90413-712f-438c-988e-fdaa79a8ac3d/dotnetfx35.exe
Also as I follow it, the first of those two links is what you use when you have, say, a clean XP machine with no previous versions of .NET on it (or at least nothing past 1.1). The second link is what you use if you have .NET 3.5 already and just need .NET 3.5 SP1 on top of it.
Is there an installer that assumes you have no previous version of .NET on your machine but also has .NET 3.5 SP1 as well? Or am I wrong and that second link does that?