Please understand that automated installers are simply not an option for many people, for a variety of reasons.

They should be abandonded as a bad idea.

Visual C++ download does not work.

Having downloaded the 60mb file, it tries to download itself again when run. How do I fix this?

you forgot sql express

http://lab.msdn.microsoft.com/express/sql/default.aspx

"SQL Server Express is a version of SQL Server 2005 designed for building simple, dynamic applications. SQL Server Express helps developers build robust and reliable applications by providing a powerful database that is also free and easy to use. Too often database systems are overly complex for building simple applications. SQL Server Express and the other Express products reduce this complexity by providing a simple but powerful development environment for building data-driven applications. You can design schemas, add data, and query local databases, all inside the Visual Studio 2005 environment. If you need more advanced database features, then SQL Server Express can be seamlessly upgraded to more sophisticated versions of SQL Server."

The SQL Express direct download is listed as one of the options with the SKU's -- so follow the Visual Web Developer Express Edition path and the instructions will tell you how to get SQL Express