mmm , strange as the clean up utility should remove all related registry keys of which the add/remove entry is one.

Anyway , try a manual download of NET Framework 2.0 from... here . Rather than the "run" option i would save the file to your pc ( to somewhere you can remember where to find it of course ) then close all running applications and navigate to where you've downloaded the file to , and run the installer.

If all goes to plan i would then go back to that same link and download the NET Framework 2.0 Service Pack 1.