Here's the easiest way.
Click this link:
and click the Download button and Run whatever it asks you to run.
You can use your Windows Updates tools:
Use your Start menu to check for updates
Windows Update is included in Control Panel.
Click the Start button, click All Programs, and then click Windows Update.
At this point your screens will vary depending on your operating system.
What you are looking for is the Custom or Optional installations:
All machines are different so we can't give you precise instructions.
If it has been a long time since you have run Windows Update, you may need to install numerous other updates before the option for .NET 4 will appear in your list of available updates.
What you are looking for in the optional updates is Microsoft .NET Framework 4 Client.
When you find it, click the radio button to select it and proceed with the installation.