First, you do not need to redistribute the mefcf35.messages.en.wm.cab file. This simply contains the test for exceptions and if your users are seeing or needing exception messages, then you need to improve your exception handling.
For the CF, you can include the CF in your own distribution. You can include it inside your own CAB if you wish or you can distribute it separately. The user does not need to download the redistributable package (note the name is "redistributable"), instead you can provide them with just the CAB you need.
Of course if they are getting your app from the Marketplace, you can mark the CF as a dependency framework and the Marketplace will push it down for you.