Bad news, in order to install dot.Net framework, Windows installer 3.1 is required, which is not imbeded in WinPE :-( So this option goes off.
Yet, there is a plug-in script for BartPe that integrates .Net, but is unusable for this purpose.
Now, the only trick left is to hack registry and add the missing keys (after all, it's all about registry). My plan is to compare the registry of standard W7 installation(which b.t.w. comes with .Net preinstalled) and WinPe registry, export the differential keys that seem to refer to .Net and use them.