I am setting up a new 2008 SQL server on Windows 2008 R2 and it requires .NET framework 3.5. Unfortunately when I go to Features in the server manager, it only lists 3.0 and it is already installed. Our WSUS has all required and security updates enabled.
So, download it from Microsoft... ? You don't see it in your WSUS because it's neither required nor a security update, I'll wildly guess.
Although, this is odd. Wikipedia tells me that 3.5 is the default in 2008 R2. Are you sure you've got R2?