Sorry to hear about your installation troubles.
I have a step by step tutorial that walks you through all steps (Including the SQL Server part, and IIS) on my website http://www.mitchelsellers.com. If you go to the top 10 articles I should be listed on that page. (I cann't access my website from my current location due to firewalls otherwise I would provide you a direct link!)
I can fully understand your frustration regarding the documentation that exists for installation from the DNN site and also from the different DNN books, so many of them glaze over the importaint topics such as data migration, server configuration (prior to DNN install) and other items of that nature. Luckly there are some of us in the community that are working to help provide some of that needed documentation. I have articles regarding backups, restores, installation and upgrades on my site. I am still preparing my "Development Envrionment Configuration" article which will cover various options for keeping a development and production envrionment.
I hope at some point these community articles can get higher visibility as they help suppliment the DotNetNuke documentation, but I am not sure what has to happen to get that type of thing setup.
One note since you are running Vista, be sure that in IIS your virtual directory is set to run under the "Classic Application Pool"
I hope you are able to get up and running soon!