The .NET Micro Framework SDK comes packaged in a typical Microsoft Windows Installer (MSI) and is available from the official Microsoft MSDN download site: http://msdn2.microsoft.com/en-us/embedded/bb267253.aspx . Setup proceeds through a set of self-explanatory wizard screens and ultimately installs three components: the .NET Micro Framework platform and associated tools, documentation, and a set of examples to help get you started.