The beauty of having the .Net Framework, is that the download will have to be performed once, and then multiple programs can use it. It's the whole ethos of shared libraries.
That being said, I'm not aware of the ability to install individual parts of the framework - when other programs come to use it, it will only be partially installed and therefore could cause other programs to not function correctly.
A lot of newer programs are coming with the framework already (The HP printer software suite includes it as default, for example) so chance are, if they have a new piece of hardware or software, they might already have the framework installed without knowing it.
Best you can do is provide it on your CD, or point them to a link to download it.
B.