I looked into C:\Program Files\Microsoft.NET
and I can't see any SN.exe
file.
I have .NET 3.5 runtime installed; isn't that enough ?
You need to install the Windows SDK 6.0a, not just the runtime.
If you've installed VS2008, you'll find it's already installed, and sn.exe will be here:
C:\Program Files\Microsoft SDKs\Windows\v6.0A\Bin\sn.exe
Otherwise, if you don't have VS2008 installed, you can download the SDK individually here.
The file sn.exe is not available in the SDK. The current version of the SDK is 6.1, perhaps they removed sn.exe in this release.