The wizards shortcut allows you to make simple changes to applications, whereas configuration lets you 'dig a little deeper,' mdifying assemblies and security policies. Aside from that I'd like to note that Microsoft .NET Framewrok 2.0 is now available by clicking here.
Hope this helps,
P.S. I zapped your initial incomplete post for ya.
If I go to start>settings>control panel>administrative tools.
There are two icons exactly the same which say
OS 2K pro
Is this normal?