I too have had similar problems. I am still tyring to figure out what the system requirements for DNN 4 (my thinking is first not to blame the package but to confirm the environment is intended to support it) hoping to isolate where the problem may be.
No luck. I can't find anywhere if DNN 4 will run in ISS 5 / SQL 2000 and if so, what else is required ASP 2 or 1.1 and if configuration is required by the OS for files in some way.
The installation documentation is confusing. It begins by giving you instructions for DNN 3 and then you come to the part for DNN 4 which says do what you would do for DNN 3 except for xyz, and include abc. Confusing!
I ran across the exact template error and copied the file from www.johnczimmerman.com site. Select the download tab and copied it in the SQL Provider folder as instructed.
I now get the SQL Connection String error (which by the way no one has responded to - I guess I have tossed out a real puzzle). Which I also ask, if I am not useing SQL Express should that entire section be removed? If so, what else should be removed if you are using DNN 4 in a SQL 2000, IIS 5 environment.
Not everyone can continue to keep up with MS upgrades and lifetime purchase plans.
Thanks for letting me vent. Oh, by the way, if anyone has any advice please share. 