Malcolm,

If all that you want to do is get a DotNetNuke site up and running, then ...

Forget the .msi file, forget VWD, and don't try to build anything.  You only need that if you plan to develop modules or (GOD FORBID) start messing with the source code.  My advice is that you not even consider that for a month or two, even if you really do know what you are doing.

Instead, download the "install" package and unzip it into a directory.

Point an IIS website at this directory and "configure it appropriately."

You'll find details to all of the above in several places, but I think that Mitchel Sellers' Blog is one of the best.  Look here for specific instructions.

Basically, once you're created your web site and created an empty database on your MSSQL server, you just browse to the site and let the Wizard do most of the work.

I think that if the Wizard seems to hang, that's an indication that you don't have AJAX installed.  Do that, too.

And, here's a tip: drop a file named App_Offline.htm in your root web directory.  If you do that, IIS should serve that instead of DotNetNuke.  If it does, you've got the web site configured to the point that the Wizard should run.  You can then remove or rename App_Offline and then DotNetNuke should start.