Apologies for having posted without doing my homework.  I solved my problem by simply reading the installation instructions provided by my host a little more carefully.

Just in case anyone else comes here with this issue, which arises because you are using a SQL Server 2005 instead of SQL Server 2005 Express, the solution is to edit your web.config file, as in the example below.  Everything you have to change is highlighted.

<connectionStrings>
    <!-- Connection String for SQL Server 2005 Express
    <add name="DotNetNuke" connectionString="Data Source=.\SQLExpress;Database=DotNetNuke_4;Integrated Security=True;User Instance=True;AttachDBFilename=|DataDirectory|Website.mdf;" providerName="System.Data.SqlClient" />
 -->
    <!-- Connection String for SQL Server 2000/2005 -->
    <add name="DotNetNuke" connectionString="Server=ServerName;Database=DatabaseName;uid=User;pwd=Password;" providerName="System.Data.SqlClient" />
  </connectionStrings>

AND

 <appSettings>
    <!-- Connection String for SQL Server 2005 Express - kept for backwards compatability - legacy modules 
  
 <add key="DotNetNuke" value="Data Source=.\SQLExpress;Database=DotNetNuke_4;Integrated Security=True;User Instance=True;AttachDBFilename=|DataDirectory|Website.mdf;" />

 -->
    <!-- Connection String for SQL Server 2000/2005 - kept for backwards compatability - legacy modules -->
    <add key="DotNetNuke" value="Server=ServerName;Database=DatabaseName;uid=username;pwd=password;" />

...

 </appSettings>

-Christopher

I'm having the exact same problem. I get the following:

Installing Database - Version 4.4.0...undefined...Success
Installation of Database Complete

And the next button that refreshes.

I've checked my webconfig, and there's nothing wrong with it. Using the exact same credentials, I can get to that database from VS2005.

Has anybody else with this problem seen another solution to this? The webconfig fix doesn't appear to be the issue with my probelm.

It looks like I picked the wrong week to quit smoking...

I finally solve this issue.

I am using sql server 2005 express edition. I connect to this server using MS SQL Server Managment Studio Express.

I create my Database called DotNetNuke. In my Database Server (.\SQLExpress), under the Security Folder, I create da new login with Login name = MyMachineName\ASPNET and set the Default Database to the DotNetNuke Database I already created. By doing this, the InstallWizard was able to run the sql scripts and installed the various tables.

The problem was that the default Database for MyMachineName\ASPNET was set to Master instead of DotNetNuke.

In addition to this, I also created a user under the Security Folder in my DotNetNuke Database. I set the User Name for this user to ASPNET and Login name to MyMachineName\ASPNET.

Hope this helps.

dscarl.