Notify users they need .NET Framework?

I use VS 2010 (vb.net) and obviously on computers without .net framework 4 the application throws an error when you launch it. So how would I let users know they need .net framework for the application to work instead of the general error windows throws by itself?

You could mention which framework is needed in the read-me file for your program. Not sure if the framework is included in the setup files when the setup is created.

What setup tool are you using? I can only give you examples for INNO setup btw.