When ever you try and install a new feature on Windows 8 it tries to connect to the internet to check what else it might need to download.
But this fails if you don’t have an internet connection and then it won’t let you install the feature.
To get around this you need to :
Put the DVD in the drive or mount the iSO and run this from a CMD with adminrights:dism.exe /online /enable-feature /featurename:NetFX3 /Source:d:sourcessxs /LimitAccess
Thats if you want to install .Net 3.5.1
I assume it also works for other features and for Windows Server 8