You mean I need to create an "empty" SQL database called "DotNetNuke_template.mdf"? 

That's easy enough to do, but if it's something more than this, are their instructions out there?

One other thing... Without doing anything else, I tried to rebuild it a second time, now it gives me a different error message:

Server Error in '/DotNetNuke Website1' Application.

---

Could not find file 'E:\My Documents\Visual Studio 2005\WebSites\DotNetNuke Website1\SiteUrls.config'.

Description: An unhandled exception occurred during the execution of the current web request. Please review the stack trace for more information about the error and where it originated in the code.

Exception Details: System.IO.FileNotFoundException: Could not find file 'E:\My Documents\Visual Studio 2005\WebSites\DotNetNuke Website1\SiteUrls.config'.

Source Error:

[FileNotFoundException: Could not find file 'E:\My Documents\Visual Studio 2005\WebSites\DotNetNuke Website1\SiteUrls.config'.]
   System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath) +2013325
   System.IO.FileStream.Init(String path, FileMode mode, FileAccess access, Int32 rights, Boolean useRights, FileShare share, Int32 bufferSize, FileOptions options, SECURITY_ATTRIBUTES secAttrs, String msgPath, Boolean bFromProxy) +998
   System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share) +114
   DotNetNuke.HttpModules.Config.RewriterConfiguration.GetConfig() +103
   DotNetNuke.HttpModules.UrlRewriteModule.OnBeginRequest(Object s, EventArgs e) +712
   System.Web.SyncEventExecutionStep.System.Web.HttpApplication.IExecutionStep.Execute() +138
   System.Web.HttpApplication.ExecuteStep(IExecutionStep step, Boolean& completedSynchronously) +65

This file did not exist in the directory as stated, so I manually copied it there from the package.  Why doesn't this file get there during the installation?

Hey:

I've been able to get DNN installed using SQLExpress (not SQL2K or 2K5 yet though), using the default instance and the starter kit.  Hoolie's and others comments here helped.  But does anyone have info on how I would change the connection string for a NAMED INSTANCE of SQLExpress?  I have a named instance on my laptop, and can't find any info on the web about how to point to the named instance...anyone know the answer to this?