Hello trev133, yes, the .net 3.5 feature does just have a filled in blue box when it is turned on, it does not have the tick. You may notice that there is also a "+" icon next to the filled in box. Clicking on the "+" icon, expands the sub-features that may be checked or un-checked. All features that have filled in boxes also have an associated "+" expansion icons. Features with the ticks have no associated "+" icons besides them - that is the difference between the two.
The .net framework has to be in place before the software can be installed. The software installer would check for the presence of the framework, before allowing the install to continue. So, the fact that the Software has installed would suggest that the installation of the .net framework is good.
I am unfamiliar with CNC-Routers, I do not understand "jog the machine manually". All I know is that a PC can send instructions to a CNC controlled device.
Does the CNC machine come with operating instructions? You might like to start the PC Software according to the instruction manual. If you have no manual, then you may like to start the Software with either the USB cable disconnected, or with router blade removed. Thats all I can think of, as a safety precaution.