Can I also tell you a little secret... 
- some of us do have troubles installing dnn - I can't tell you how many frustrating hours I've had trying to work out what I did that was different to the last time and the last build - which stopped me from installing dnn.
A couple of examples - I use the Inventua Href Exchanger - and, beforehand I could actually add the code to the web.config file - before I installed. Well, 4.3 doesn't do that... and do you know how many hours I spent working on it?
Another instance, I changed my sql setting - well, that just took me about 2 days to figure out - I swear if someone had been near me it would not have been good talking to me.
I've had to grow from my Windows 2000 server to my new Win2K server - and I am not going to tell you how long it took me to get DNN4 running - I didn't know that it needed to be in it's own pool - eg.. apsnet 1.1 and asnet 2.0 need separate pools - (well if they don't, they do on my computer)
I didn't know that the permissions were slightly different.
I can also tell you, without saying who - that a core team member spent hours and hours trying to get DNN working with sql express.. Much of this is unchartered grounds and we are now working on providing some solid, easy to follow instructions that will help you identify where you might be going wrong.
Sometimes I think in the generousity of making DotNetNuke such a diverse application has been like a double edged sword.It is very clear that the amount of different installations people have from their laptop, work machines, intranet, extranet, dev evironment, win2k, win2k3, xp, xp pro, xp home, sql express, sql 2000, sql 2005, vs 2005 , vs 2003, remote access, non remote access, hosted, dedicated, mixed mode sql installations, local, ip based sql connections, full trust, medium trust, trusted connection = true, developer, newbie, experienced enough to be dangerous can make for testing times trying to install. .... the list goes on and on and on. And we haven't even mentioned languages and people's method of interpretation.
The easiest installations I think I've experienced were DotNetNuke 2.1.2 (which was the fastest build I thought- but had issues with huge xml files) and 3.1.1 was great to install, and has been a really fast build, but you know the nature of us - we want the latest and greatest features and with that comes the learning experience that can wear even the toughest person down I'm sure.
I can only say that in spite of all the challenges, MOST people get them worked out and are really happy with the end result. We all have our struggles. *sigh* I seem to find lots of them but no matter how much DotNetNuke frustrated me at times, I can't tell you loud enough - how great this product is.. and I'm always looking at different products you know - and in 3 years, still never been convinced by anything else to make the change, in spite of the challenges that I experience from time to time.
So please don't get too disheartened... we do have some new information on installation coming out in the near future and hopefully problems people are encounting will be reduced substantially.
Nina Meiers