If you try to install a .NET update, MS07-040 for example, you may see an event log like:

Event Type:        Error
Event Source:    LoadPerf
Event Category:                None
Event ID:              3009
·    Installing the performance counter strings for .NETFramework failed. 
     The Error code is DWORD 0 of the Record Data. 
·    Installing the performance counter strings for .NET CLR Data failed.
     The Error code is DWORD 0 of the Record Data. 
·    Installing the performance counter strings for .NET CLR Networking failed.
     The Error code is DWORD 0 of the Record Data. 
·    Installing the performance counter strings for .NET Data Provider for SqlServer failed.
     The Error code is DWORD 0 of the Record Data. 
·    Installing the performance counter strings for .NET Data Provider for Oracle failed.
     The Error code is DWORD 0 of the Record Data.

This message is actually harmless and by design.  An upgrade will attempt to call lodctr for the CLR performance counters, which will fail with an errorlevel of 2 (counters already installed).

So these errors can be safely ignored.