I built a toolbar in .net and the ArcGIS .net support has to be installed on the client machine before the toolbar will install. At 9.3.1 you could go to add remove programs and click change on ArcGIS and then put in the install disk in and go to modify and check it from there to install the .net support. That seems to be different now. The client is not going to install the .net sdk. They just need the .net support. I was thinking at one time the .net support would install by default if a certain version for the .net framework existed on the client machine but if not then it would not install.