A software fits within and beneath an underlying set of libraries and processes .Also, the software gets executed on the OS it is developed for. Or in other words, a virtual boundary exists when it comes to develop, run, test and deploy any software. Such a boundary is called a software framework.
More recently, .NET is named by Microsoft as "the offering" with such an underlying 'virtual' environment for software development on Microsoft windows OS.
Which means, .NET Framework is just a Microsoft "thingy" for creating new applications to run on the Windows platform.
Or from a developer or user perspective, you may have to install .NET framework in order run or use programs developed under .NET framework.
It doesn't mean that other providers such as Sun-java cannot run and execute files on Windows OS. As long as the software is compatible for OS it is designed, it will run and execute files.