I was trying to install Paint.NET on Win7 (first install, not reinstall), and it would silently fail to install. No error message, etc.
Looking into the extracted files while the installer was running, I deduced it was the MSI install of .NET that was failing, which I guess in turn caused a silent fail in the paint.net installer.
I downloaded .NET 3.51sp1 manually and ran it, got the message "You must use Add / Remove Windows Features to install .NET 3.5"
In that control panel area it turned out that I had a (partially-checked) .NET 3.5 installation.
When I unchecked that (to uninstall it) and re-ran the Paint.NET installer, it worked again.
I looked at the FAQs here and didn't see this as a known issue, but I might have missed something.
I wasted 2 hours of my time trying to figure out the solution, so I hope this saves someone else the trouble.
Steve