Installing the .Net Framework 3.5 SP1 will automatically install 2.0 SP2 and 3.0 SP2, since the 2.0 is the prerequisite for 3.0 and then the 3.0 is the prerequisite for 3.5. And Microsoft has recently categorized .Net framework 3.5 SP1 as critical update.
The 1.1 framework is still a separate installation.