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Microsoft have release free beta versions of their visual studio 2005 products:
http://lab.msdn.microsoft.com/express/
You can download the .NET2 beta installer from here: http://www.microsoft.com/downloads/details.aspx?FamilyId=F1232C37-0FEE-…
If you like to keep backups of the installers, check your temp directory for a folder called something like VSSETUP and grab the .exe files from there after they are downloaded.