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Good evening! It sounds like your Windows VM needs the .NET Framework installed. Does the message indicate which version of .NET it is looking for?
.NET Framework 4.5 is the most common anymore, and it can be downloaded from:
Note that you *must* download and install this using a web browser installed on your Windows VM (Internet Explorer, for instance). Your Mac won't know what to do with the file if you download it using Safari, Chrome for Mac, etc.