how to compile c-extensions under WinXP?

[severa at sophia.dtp.fmph.uniba.sk]

What should I do to be able to compile C-extensions (with python 2.4, 
winXP)? I get an error message, approximately "The .NET Framework SDK 
needs to be installed"; I tried to get something from the Microsoft web 
site, but maybe not the right version (or didn't set some variables), 
since the error remains. Could you please help me (it will need some 
patience with a computer newbie)?