If you are looking for the Microsoft .NET Framework 2.0 Configuration tool when you have installed the Redistributable then STOP...

You won't find it, its in the SDK.
I spent the last 3 hours searching for it on the install, thinking it was the install failing... Then I found this link. Which lead me to this and this link.
I'm with Jake too... Why does the SDK need to be installed JUST to have the configuration panel!
Ok so you can use the Caspol.exe to do it. But I work in windows and not a command line interface :) I want the world on a plate me!