In the preview for windows 8 .Net 3.5 doesn't want to install from the web, No one has said
why this isn't enabled yet but here is the documented work around.
Mount the ISO for windows 8, or insert the cd. ( Note this much match the bit level you installed ie 64 bit installed = 64 iso/cd )
Run the command below:
dism /online /enable-feature /featurename:NetFx3 /all /source:<YourWindowsCDPath>\sources\sxs
Example:
dism /online /enable-feature /featurename:NetFx3 /all /source:g:\sources\sxs