Some how it figures rofl. I tried to download the .NET 3.0 framework from Microsoft using Opera and they told me the file can't not be found on their server.
I fire up Internet Explorer 7 and vola ! It works like a charm ^_^
Microsoft.com is very crippled for Opera Users I think, going by the times I've dropped in of my own free will. I wonder if they are that pissy to Mozilla or Netscape :/
Managed to get every thing up to date and even cleaned up my start menu. On my laptop I usually just open a konsole or xterm & tell it to run the programs I want (I've always got a terminal emulator handy). It's more bugger then its worth imho to do that with cmd.exe and my %PATH% is fat enough now. So I think this is a nice solution, especially since I do not like the Programs->Vendor->Product->Many files arangement used on Microsoft Windows for the start menu and file system.
Click to view image -> Warning it is a 1600x1200 JPEG !