Aha, thanks for the tip! I figured the management studio must be missing from the Express edition, but didn't know. I won't say that management console works a treat... It's one buggy program, even for a beta. But it does the job and it's free, so no complaints here. 
Now that I've played with that I realised I'm a dumb user and I didn't read the error message properly. My problem is actually different to the original poster.
Sorry for the length of the error message below, I didn't know how much of it was relevant. My connection string is correct, I can open the site in the file based web server mode directly from VWD, but not by accessing the site via IIS in the normal way.
Any tips?
Error Installing DotNetNuke
Current Assembly Version: 04.00.02
ERROR: Could not connect to database specified in connectionString for SqlDataProviderSystem.Data.SqlClient.SqlException: An attempt to attach an auto-named database for file C:\Documents and Settings\someusername\My Documents\Visual Studio 2005\WebSites\DotNetNuke Website1\App_Data\DNNDatabase.mdf failed. A database with the same name exists, or specified file cannot be opened, or it is located on UNC share. at System.Data.ProviderBase.DbConnectionPool.GetConnection(DbConnection owningObject) at System.Data.ProviderBase.DbConnectionFactory.GetConnection(DbConnection owningConnection) at System.Data.ProviderBase.DbConnectionClosed.OpenConnection(DbConnection outerConnection, DbConnectionFactory connectionFactory) at System.Data.SqlClient.SqlConnection.Open() at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText, SqlParameter[] commandParameters) at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText) at DotNetNuke.Data.SqlDataProvider.ExecuteScript(String Script, Boolean UseTransactions) /************************************************************/ /***** Initialization Script *****/ /***** *****/ /***** *****/ /***** Note: To manually execute this script you must *****/ /***** perform a search and replace operation *****/ /***** for dbo. and *****/ /***** *****/ /************************************************************/ if exists (select * from dbo.sysobjects where id = object_id(N'Version') and OBJECTPROPERTY(id, N'IsTable') = 1) begin if '' <> '' begin EXECUTE sp_rename N'dbo.Version', N'Version', 'OBJECT' EXECUTE sp_rename N'PK_Version', N'PK_Version', 'OBJECT' EXECUTE sp_rename N'IX_Version', N'IX_Version', 'INDEX' ALTER TABLE dbo.Version ADD CONSTRAINT IX_Version UNIQUE NONCLUSTERED ( Major, Minor, Build ) ON [PRIMARY] end end else begin if not exists (select * from dbo.sysobjects where id = object_id(N'Version') and OBJECTPROPERTY(id, N'IsTable') = 1) begin CREATE TABLE dbo.Version ( [VersionId] [int] IDENTITY (1, 1) NOT NULL , [Major] [int] NOT NULL , [Minor] [int] NOT NULL , [Build] [int] NOT NULL , [CreatedDate] [datetime] NOT NULL ) ON [PRIMARY] ALTER TABLE dbo.Version WITH NOCHECK ADD CONSTRAINT [PK_Version] PRIMARY KEY CLUSTERED ( [VersionId] ) ON [PRIMARY] ALTER TABLE dbo.Version ADD CONSTRAINT IX_Version UNIQUE NONCLUSTERED ( Major, Minor, Build ) ON [PRIMARY] end end System.Data.SqlClient.SqlException: An attempt to attach an auto-named database for file C:\Documents and Settings\someusername\My Documents\Visual Studio 2005\WebSites\DotNetNuke Website1\App_Data\DNNDatabase.mdf failed. A database with the same name exists, or specified file cannot be opened, or it is located on UNC share. at System.Data.ProviderBase.DbConnectionPool.GetConnection(DbConnection owningObject) at System.Data.ProviderBase.DbConnectionFactory.GetConnection(DbConnection owningConnection) at System.Data.ProviderBase.DbConnectionClosed.OpenConnection(DbConnection outerConnection, DbConnectionFactory connectionFactory) at System.Data.SqlClient.SqlConnection.Open() at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText, SqlParameter[] commandParameters) at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText) at DotNetNuke.Data.SqlDataProvider.ExecuteScript(String Script, Boolean UseTransactions) if exists (select * from dbo.sysobjects where id = object_id(N'GetDatabaseVersion') and OBJECTPROPERTY(id, N'IsProcedure') = 1) drop procedure dbo.GetDatabaseVersion System.Data.SqlClient.SqlException: An attempt to attach an auto-named database for file C:\Documents and Settings\someusername\My Documents\Visual Studio 2005\WebSites\DotNetNuke Website1\App_Data\DNNDatabase.mdf failed. A database with the same name exists, or specified file cannot be opened, or it is located on UNC share. at System.Data.ProviderBase.DbConnectionPool.GetConnection(DbConnection owningObject) at System.Data.ProviderBase.DbConnectionFactory.GetConnection(DbConnection owningConnection) at System.Data.ProviderBase.DbConnectionClosed.OpenConnection(DbConnection outerConnection, DbConnectionFactory connectionFactory) at System.Data.SqlClient.SqlConnection.Open() at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText, SqlParameter[] commandParameters) at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText) at DotNetNuke.Data.SqlDataProvider.ExecuteScript(String Script, Boolean UseTransactions) create procedure dbo.GetDatabaseVersion as select Major, Minor, Build from Version where VersionId = ( select max(VersionId) from Version ) System.Data.SqlClient.SqlException: An attempt to attach an auto-named database for file C:\Documents and Settings\someusername\My Documents\Visual Studio 2005\WebSites\DotNetNuke Website1\App_Data\DNNDatabase.mdf failed. A database with the same name exists, or specified file cannot be opened, or it is located on UNC share. at System.Data.ProviderBase.DbConnectionPool.GetConnection(DbConnection owningObject) at System.Data.ProviderBase.DbConnectionFactory.GetConnection(DbConnection owningConnection) at System.Data.ProviderBase.DbConnectionClosed.OpenConnection(DbConnection outerConnection, DbConnectionFactory connectionFactory) at System.Data.SqlClient.SqlConnection.Open() at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText, SqlParameter[] commandParameters) at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText) at DotNetNuke.Data.SqlDataProvider.ExecuteScript(String Script, Boolean UseTransactions) if exists (select * from dbo.sysobjects where id = object_id(N'FindDatabaseVersion') and OBJECTPROPERTY(id, N'IsProcedure') = 1) drop procedure dbo.FindDatabaseVersion System.Data.SqlClient.SqlException: An attempt to attach an auto-named database for file C:\Documents and Settings\someusername\My Documents\Visual Studio 2005\WebSites\DotNetNuke Website1\App_Data\DNNDatabase.mdf failed. A database with the same name exists, or specified file cannot be opened, or it is located on UNC share. at System.Data.ProviderBase.DbConnectionPool.GetConnection(DbConnection owningObject) at System.Data.ProviderBase.DbConnectionFactory.GetConnection(DbConnection owningConnection) at System.Data.ProviderBase.DbConnectionClosed.OpenConnection(DbConnection outerConnection, DbConnectionFactory connectionFactory) at System.Data.SqlClient.SqlConnection.Open() at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText, SqlParameter[] commandParameters) at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText) at DotNetNuke.Data.SqlDataProvider.ExecuteScript(String Script, Boolean UseTransactions) create procedure dbo.FindDatabaseVersion @Major int, @Minor int, @Build int as select 1 from Version where Major = @Major and Minor = @Minor and Build = @Build System.Data.SqlClient.SqlException: An attempt to attach an auto-named database for file C:\Documents and Settings\someusername\My Documents\Visual Studio 2005\WebSites\DotNetNuke Website1\App_Data\DNNDatabase.mdf failed. A database with the same name exists, or specified file cannot be opened, or it is located on UNC share. at System.Data.ProviderBase.DbConnectionPool.GetConnection(DbConnection owningObject) at System.Data.ProviderBase.DbConnectionFactory.GetConnection(DbConnection owningConnection) at System.Data.ProviderBase.DbConnectionClosed.OpenConnection(DbConnection outerConnection, DbConnectionFactory connectionFactory) at System.Data.SqlClient.SqlConnection.Open() at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText, SqlParameter[] commandParameters) at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText) at DotNetNuke.Data.SqlDataProvider.ExecuteScript(String Script, Boolean UseTransactions) if exists (select * from dbo.sysobjects where id = object_id(N'UpdateDatabaseVersion') and OBJECTPROPERTY(id, N'IsProcedure') = 1) drop procedure dbo.UpdateDatabaseVersion System.Data.SqlClient.SqlException: An attempt to attach an auto-named database for file C:\Documents and Settings\someusername\My Documents\Visual Studio 2005\WebSites\DotNetNuke Website1\App_Data\DNNDatabase.mdf failed. A database with the same name exists, or specified file cannot be opened, or it is located on UNC share. at System.Data.ProviderBase.DbConnectionPool.GetConnection(DbConnection owningObject) at System.Data.ProviderBase.DbConnectionFactory.GetConnection(DbConnection owningConnection) at System.Data.ProviderBase.DbConnectionClosed.OpenConnection(DbConnection outerConnection, DbConnectionFactory connectionFactory) at System.Data.SqlClient.SqlConnection.Open() at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText, SqlParameter[] commandParameters) at Microsoft.ApplicationBlocks.Data.SqlHelper.ExecuteNonQuery(String connectionString, CommandType commandType, String commandText) at DotNetNuke.Data.SqlDataProvider.ExecuteScript(String Script, Boolean UseTransactions) create procedure dbo.UpdateDatabaseVersion @Major int, @Minor int, @Build int as insert into Version ( Major, Minor, Build, CreatedDate ) values ( @Major, @Minor, @Build, getdate() )