My main PC is vista x64 so I installed on a old XP machine not connect to the internet (it could be but it doesn't need to be).
On a PC that has an internet connection you will need to download .net 3.5 SP1 from
http://download.microsoft.com/download/ … etfx35.exebe warned it is 231MB.
Follow the link to the CB download on the D&DI CB page. This is actually a downloader application, run it and it will ask you where you want to save the the actual CB installer. The CB installer file is called Setup.exe
Burn the downloaded files to CD/DVD or copy to usb device etc.
On the unconnected PC install .net first then CB. This way the CB installer will acknowledge that .net 3.5 SP1 is installed and will not try to download it.