When I try to download .NET Framework 3.0 GOLD my computer says that this isn't a Windows 32 application.

Commonly this is caused by the installation program you've downloaded to become corrupted in the download. By redownloading to either a different location you should be able to fix this issue.

 Another common remedy for this issue is to download the redistributable package corresponding to your architecture:

To download the full redistributable package, rather than the bootstrapper, click the architecture you need below to start the download:

X86 Redist Package

X64 Redist Package

The redistributable might download more than you need, but is a single download.  This is a preferred method if you do not worry about bandwidth, or if you want to put it on a secure location.

Be sure to Check Windows Update for any updates after you've installed the .NET Framework.