Also I came across another similar post.... somebody suggested using Firefox as this is more likely to come up with an error rather than loop around.

Right Event logs, fantastic idea and gives us this:

Event Type: Warning
Event Source: ASP.NET 2.0.50727.0
Event Category: Web Event
Event ID: 1309
Date:  14/01/2009
Time:  11:39:29
User:  N/A
Computer: *********

Description:
Event code: 3005
Event message: An unhandled exception has occurred.
Event time: 1/14/2009 11:39:29 AM
Event time (UTC): 1/14/2009 11:39:29 AM
Event ID: 535a5ce15fd74425a18893bd7a57a319
Event sequence: 7
Event occurrence: 1
Event detail code: 0 

Application information:    
Application domain: /LM/W3SVC/1/Root/WebNew-9-128764067646406250    
Trust level: Full    
Application Virtual Path: /WebNew    
Application Path: D:\Intranet\wwwroot\WebNew\Website\    
Machine name: ********* 
Process information:    
Process ID: 4756    
Process name: aspnet_wp.exe    
Account name: NT AUTHORITY\SYSTEM 
Exception information:    
Exception type: SqlException    
Exception message: Could not find stored procedure 'dbo.PurgeEventLog'. 
Request information:    
Request URL:     
Request path:     
User host address:     
User:     
Is authenticated: False    
Authentication Type:     
Thread account name: NT AUTHORITY\SYSTEM 
Thread information:    
Thread ID: 7    
Thread account name: NT AUTHORITY\SYSTEM    
Is impersonating: False    
Stack trace:    at System.Data.SqlClient.SqlConnection.OnError(SqlException exception, Boolean breakConnection)
   at System.Data.SqlClient.SqlInternalConnection.OnError(SqlException exception, Boolean breakConnection)
   at System.Data.SqlClient.TdsParser.ThrowExceptionAndWarning(TdsParserStateObject stateObj)
   at System.Data.SqlClient.TdsParser.Run(RunBehavior runBehavior, SqlCommand cmdHandler, SqlDataReader dataStream, BulkCopySimpleResultSet bulkCopyHandler, TdsParserStateObject stateObj)
   at System.Data.SqlClient.SqlCommand.FinishExecuteReader(SqlDataReader ds, RunBehavior runBehavior, String resetOptionsString)
   at System.Data.SqlClient.SqlCommand.RunExecuteReaderTds(CommandBehavior cmdBehavior, RunBehavior runBehavior, Boolean returnStream, Boolean async)
   at System.Data.SqlClient.SqlCommand.RunExecuteReader(CommandBehavior cmdBehavior, RunBehavior runBehavior, Boolean returnStream, String method, DbAsyncResult result)
   at System.Data.SqlClient.SqlCommand.InternalExecuteNonQuery(DbAsyncResult result, String methodName, Boolean sendToPipe)
   at System.Data.SqlClient.SqlCommand.ExecuteNonQuery()
   at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(SqlConnection connection, CommandType commandType, String commandText, SqlParameter[] commandParameters)
   at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText, SqlParameter[] commandParameters)
   at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText)
   at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, String spName, Object[] parameterValues)
   at DotNetNuke.Services.Log.EventLog.DBLoggingProvider.Data.SqlDataProvider.PurgeLog()
   at DotNetNuke.Services.Log.EventLog.DBLoggingProvider.DBLoggingProvider.PurgeLogBuffer()
   at DotNetNuke.Common.Initialize.LogEnd()
   at DotNetNuke.Common.Global.Application_End(Object Sender, EventArgs E)
  Custom event details: 
 

Reached totally brain melt down with this so we've adjusted plans and installed on a different server with zero difficulties.  I think the problems may have been to do with some dodgy interaction between our old outgoing intranet and DNN.