Add a registry entry that disables the Appshelp message. To do this, follow these steps:

Warning Serious problems might occur if you modify the registry incorrectly by using Registry Editor or by using another method. These problems might require that you reinstall your operating system. Microsoft cannot guarantee that these problems can be solved. Modify the registry at your own risk.
1. Click Start, click Run, type regedit, and then click OK.
2. Locate and then click the following registry subkey:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\AppCompatFlags
3. On the Edit menu, click New, and then click DWORD Value.
4. Type {11F1F8EE-7E7F-4F1D-BE93-B4D310F0760A}, and then press ENTER.
5. Right-click {11F1F8EE-7E7F-4F1D-BE93-B4D310F0760A}, and then click Modify.
6. In the Edit DWORD Value dialog box, click Decimal, and then type 4 in the Value data box.
7. On the File menu, click Exit.
Note After you add the registry entry, the Appshelp message does not appear when you run the .NET Framework 1.1 installation.