you probably installed that yourself as well right? Didn't you write it down?

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I guess you know a fee things about Web Sites... you need a Database for DNN to work, just like any other CMS or web site you made your self and has some kind of database..

So lets assume you have a SQL SERVER Express installed in your PC, if you don't you can install it using the Web Platform Installer from Microsoft... its very handy indeed.... so just go ahead and use it to install SQL Server 2008 Express in your machine.

Create a new Database for DNN.... "DNN_DataBase" for example you can either use your login on windows or create a new user.... just make sure that the user you'll use in the DNN installation has DB_OWNER access this is VERY IMPORTANT!

The rest of the process should be very smooth!

NOTE: I'm replying to this because I was a newbie like you once and I know how it is, but this is not a DNN problem... before you go ahead and start playing with DNN you should first understand the basics... trust me you'll run into problems if you don't!

Hope this information helps you...