Solution 1:

You don't need to install VS anymore, you can install the "Microsoft Windows SDK for Windows 7 and .NET Framework 4" now.

http://www.microsoft.com/downloads/details.aspx?displaylang=en&FamilyID=6b6c21d2-2006-4afa-9702-529fa782d63b

Solution 2:

SDK for .NET 4.5 available here. Installer works well with proxy with basic authorization. Supported Operating Systems: Windows 8, Windows Server 2012, Windows 7, Windows Server 2008 R2

P.S. My answer is more like a comment to Jeremy answer, but I have not enough reputation to comment on the answers.