Yes, if you developed your program using .Net, you need the framework on every computer that will execute the program.
One way to get the framework on a computer is to run Windows Update. If the computer doesn't already have the Framework, Windows Update will offer to install it. Another way is to deliver to your users the framework redistributable package, "dotnetfx.exe". If you are using Visual Studio, you should be able to find it in the Visual Studio DVD. Otherwise, you can download it from Microsoft:
Version 2.0:
http://www.microsoft.com/downloads/details.aspx?FamilyID=0856eacb-4362-4b0d-8edd-aab15c5e04f5&DisplayLang=en
Version 3.0 (already included in Windows Vista):
http://www.microsoft.com/downloads/details.aspx?FamilyID=10cc340b-f857-4a14-83f5-25634c3bf043&DisplayLang=en
Version 3.5:
http://www.microsoft.com/downloads/details.aspx?FamilyID=333325fd-ae52-4e35-b531-508d977d32a6&DisplayLang=en