did you unzip hierarchically, preserving the folder structure?

did you configure properly IIS, following the installation guide, available on Documentation page in Resources menu above?

I had the same problem

I solwed it with copy dotnetnuke.config file from config folder to main lokation and ad a line in web config

  <appSettings>

    <!-- Connection String for SQL Server 2005 Express - kept for backwards compatability - legacy modules 

    <add key="SiteSqlServer" value="Data Source=.\SQLExpress;Integrated Security=True;User Instance=True;AttachDBFilename=|DataDirectory|Database.mdf;" />

    -->

    <!-- Connection String for SQL Server 2000/2005 - kept for backwards compatability - legacy modules -->

    <add key="SiteSqlServer" value="Server=(local);Database=DotNetNuke;uid=;pwd=;"/>

    <add key="InstallTemplate" value="DotNetNuke.install.config" />

    <add key="AutoUpgrade" value="true" />

    <add key="UseInstallWizard" value="true" />

    <add key="InstallMemberRole" value="true" />

    <add key="ShowMissingKeys" value="false" />

    <add key="EnableWebFarmSupport" value="false" />

    <add key="EnableCachePersistence" value="false" />

    <add key="HostHeader" value="" />

    <!-- Host Header to remove from URL so "www.mydomain.com/johndoe/Default.aspx" is treated as "www.mydomain.com/Default.aspx" -->

    <add key="RemoveAngleBrackets" value="false" />

    <!--optionally strip angle brackets on public login and registration screens-->

    <add key="PersistentCookieTimeout" value="0" />

    <!--use as persistent cookie expiration. Value is in minutes, and only active if a non-zero figure-->

    <add key="InstallationDate" value="10/23/2007" />

  </appSettings>

and instalation wizard works