After 2 weeks of banging my head why can't I install or update .NET 3.5 SP1 on my windows server 2008 64 bit I found a solution which was for .NET 1.1 also.
It was antivirus software ESET NOD32. I was disable it, but still no luck.
So I banged my head one week more and try anything what I found on internet, and nothing works.
So today I was unistall NOD32 reboot server and try again to update and all goes well. So If you have trouble to update .NET uninstall antivirus frist.