.NET framework is NOT required for this. To me this is a sign of some infection. I'd scan for malware with Grif's help. However that may or may not cure the message. But it's my first move.
For now you can ignore and dismiss that message. Since you didn't write the USB didn't work, we only need to get rid of the infection.
Read and do -> http://www.cnet.com/forums/discussions/how-to-remove-pup-option-603542/#post-f742c795-5881-433b-a29b-6d758efe5cd3
I have a problem with my XP Netbook (Toshiba NB100-128), which is that when I try to insert a USB stick/Memory card into it, an error message appears saying the ".net framework is missing"