The .Net framework is an 'all or nothing' deal - there is no supported way to only deploy some of it.
As more and more software starts to use .Net then more and more people will have it installed (win 2003 ships with .Net, anyone using windows update will get .Net, IIRC XP SP2 includes it).
This is not a new issue as exactly the same arguments were raised regarding the VB runtimes (large for their time), the MFC runtimes etc.
As penfold says point them to a download link / the MS website were they can get it ,or provide both a framework included / not included version for download.