I tried to install the C# Express and I selected MSDN and SQL Server to be included. It downloaded the whole lot, about 270mb, and then installed the .Net Runtime 2.0 before asking for a reboot. However when I restarted it had installed .Net 2.0 but did not continue with the setup.

I restarted setup and this time asked for just C# and it installed that part ok. Just seems a waste of time to have downloaded the whole  lot.