Anonymous level security token - Windows Server

During a software installation if setup fails and shows similar logs like below then it is related with Windows Component system.

MSI (c) (48:B0) SOFTWARE RESTRICTION POLICY: Verifying package --> '...\NC.x64.msi' against software restriction policy 

MSI (c) (48:B0)  Note: 1: 2262 2: DigitalSignature 3: -2147287038  

MSI (c) (48:B0)  SOFTWARE RESTRICTION POLICY: ...\NC.x64.msi is not digitally signed 

MSI (c) (48:B0) SOFTWARE RESTRICTION POLICY: ...\NC.x64.msi is permitted to run at the 'unrestricted' authorization level.

The software which I tried to install had prerequisites (Dotnet Framework 3.5 etc).
After error, I tried to install Dotnet 3.5 manually from "Server Manager" by clicking "Add roles and features" link. But it failed and showed error below:

Anonymous level security token

To solve I followed these steps:

1. Click Start > Run, type dcomcnfg.exe
2. Click OK if you see the UAC warning
3. Go to Component Services> Computers in the tree
4. Right click My Computer > select Properties.
5. Click Default Properties tab
6. Select Connect in the Default Authentication Level list 
7. Select Identify in the Default Impersonation Level list
8. Click OK, and confirm the selection
9. Close Component Services console