Required file 'alink.dll with IAlink3' could not be found - and the solution to it

OK - a bit irritating but the first time I tried to compile ... well anything (a console-application in this case) on my newly installed Visual Studio 2008 on Vista - I got this error:

Required file 'alink.dll with IAlink3' could not be found

Fortunately a lot of people seems to be having the same problem. Here is one guy describing the solution. But just to be sure I've copied the solution into here:

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The solution was to install two Windows Update items found on the Visual Studio 2008 DVD in the "<dvddrive>:\WCU\dotNetFramework\dotNetMSP\x64" folder (for 32-bit version look in the "<dvddrive>:\WCU\dotNetFramework\dotNetMSP\x86" folder):
1. NetFX2.0-KB110806-v6000-x64.msu. Run it, wait forever, reboot when it's done.
2. NetFX3.0-KB929300-v6000-x64.msu. Run it, wait forever, reboot when it's done

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