No need for any .NET framework for VFP work, neither an older nor newer version. Software needing other versions will install it.
What you have to install is MSXML4 SP2, search for it at MS. You can install it previous or after VFP installation. The message about the missing msxml2.document.4.0 class in the task pane then will go away, perhaps just after restarts and windows updates.
And no, don't install VFP into default Program Files (x86) directory, you'll get problems with fxp of prgs etc. going into virtualstore of your profile. Some things don't work, others will always be compiled, though they are already.
Use Win Explorer to create a directory eg C:\dev\vfp9 or c:\users\public\vfp9, later during installation type the directory in the dialog to choose the destination folder, you won't be able to navigate into C:\Users, as it's a hidden system directory, but it exists.
After you created the destination folder start the hta file of the VFP CD, nothing else. Autostart would start this, but this feature of CDs seems deprecated. This brings up the dialog for installation options.
Installshield: You don't need this, you can do inno setup, too, but Installshield is one of the installation points.
The soap toolkit install will fail, this is too old, deprecated. You might search the newest version at MS and install that.
Don't install MSDE. Don't install MSSQL on the tablet at all.
What works is the download of SP2, you are pointed to a still existing list of latest downloads:
the only thing not working is the ODBC download, it'll lead to a page pointing back to this downloads overview but no download.
You'll also find the hotfixes via google, just download the latest, first install SP2, then the GDI+ bugfix and finally the VFP hotfix. You won't find the ODBC driver, but you also don't need it. VFPCOM is very optional, if you don't know it now, you never needed it, XSource is fine to have, since it contains sources of several tools and wizards, Sedna AddOns is more likely to help, but as it addresses some Vista things it's also quite outdated.
Bye, Olaf.