The reason .NET 2.0-3.5 do not show up in the Programs and Features list is because it is included in Windows 7 as a Feature. On the Programs and Features page click on Turn Features On or Off on the left side and you will see .NET listed. The .NET Framework programs are Runtime programs, which is a group of files that are required to run other programs written using the .NET feature. That way each new program does not have to download the required files since they are already on your system.
I had the same problem installing the .NET Framework updates but I used the Trouble Shooting Feacture and after it ran the updates downloaded again and install OK.