Certainly!

Dev platform: Windows XP Pro, SP2, US-Eng, all current on patches, Visual Studio 2005 Standard, patching uncertain, but should be pretty close to current.
Database: MS SQL2000, US-Eng, current on all patches/service packs.

I'm using the Starter Kit and following those instructions. The kit itself installs fine into VS. When I create a new website and choose the DotNetNuke template, I get the error (posted in another thread by someone else) about the blog module not being right and the project possibly not compiling right later. The project then opens the Documentation/StarterKit/welcome.html file open and in design mode. I read through this and followed the instructions as closely as possible, setting the connection strings to match what is needed in the DB I have set up. When I build the project (Ctrl+F5) it builds fine but the page it brings up to continue the installation (Install/InstallWizard.aspx) has Javascript errors and the images are broken (as detailed in another thread by someone else.) This is where the fun begins.

If I use the browser instance that VS has opened and is full of errors, the during the install process it hangs at the Installing Database Scripts page and never gets any further. If I open the same page using the copy of IIS installed on my machine, the page displays and works fine for part of the install process. My path through that process (regardless of which method of accessing the page is used) is as follows:

InstallWizard.aspx; Welcome: Choose Custom and English
InstallWizard.aspx; File Permissions: Click on Test Permissions and receive green text that says Your site passed the permissions check
InstallWizard.aspx; Database Configuration:  Pre-set options are SQL 2000/2005 Database, server name and database name are correct, userid and password are correct, object qualifier is set to "dnn_". Click on Test Connection and receive green text that says Connection Success.
InstallWizard.aspx; Database Installation: I get the following error: Installing Database - Version 4.4.0...Upgrading Database to Version ERROR: See D:\Web Projects\DNN\Providers\DataProviders\SqlDataProvider\04.04.00.log for more information...FAILURE 400 - Conversion from string "ERROR: See D:Web ProjectsDNNProv" to type 'Integer' is not valid.

That log file does not exist on my system. I have a 04.04.01.log, but not the one specified in the error. Thus, I am at a standstill.

I concur with your experience and have tried it a number of ways as well.  I did notice a post recently that there is a known script error in the sql build scripts and am trying to find that again.  If i do - i will post it here...