What you are talking about is probably called Microsoft Dot Net Framework, and if it is properly installed you would have an Uninstall Entry in the Uninstall list.
By downloading it, you are not necessarily installing, so it might be that you did not install it at all. It is a 25Mb file it takes time to download and install.
However if you did not install it you might aw well go ahead and install it. A lot of new programs need it since it is a comprehensive Run Time Library for most newly updated Windows programming languages.
:sun: