I Fixed It!! WooHoo!
In the release notes after it fails to install it mentions in section 1.4 that "This release of the Windows SDK does not include a .NET Framework Redistributable Package". The Client version of the .NET framework is not enough etc blah, blah, blah. Why doesn't it just tell you that when it fails to install? Anyways, I am happy to have that fixed. So if anyone else has this problem just read section 1.4 of the release notes.