What is InternetConnectionToNETFX4DownloadSite?

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SQL Server media for Express packages does not include Microsoft .NET Framework 4.0 package. If Microsoft .NET Framework 4.0 is not already installed on the computer, SQL Server setup for the Express packages requires connection to Microsoft .NET Framework 4.0 dowload center to download and install .NET 4.0 Framework through Web setup. Ensure internet connection to Microsoft .NET Framework 4.0 download center on this computer. If you do not want to open up the internet connection, as a workaround pre-install Microsoft .NET Framework 4.0 on this computer before running SQL Server setup.