I will join on this thread.
I moved my site (by restoring from backup) to a new SBS 2011 server. Previously it was running on a virtual machine with 2008 R2 Web o/s.
I had errors when I attempted to browse the install.aspx, so I followed your instructions.
I had 2 errors in the build with .net 4.0, and a bunch of warnings so I changed to .net 3.5 and rebuilt. This time only 1 error (mentioning an Exchange.Data. Directory), but 7 warnings about obsolete properties and functions in .VB files (ReportsController, IFrameParameter, ControllerBase, XmlController, download, ParameterInfo). 

Can you suggest what could be wrong here? I thought DNN 6 was using C# code going forward.

Sorry - the error was about Exchange server and nothing to do with my problem. I discovered after looking at a few more posts in this thread that my dnn 6.02.zip was not overwriting the existing files either. I am getting an error 0x80004005, which doesn't return any useful results in Google. 
So I tested my zip source file and it unzips correctly to a new folder. Now I am copying the old web root folder to a new folder and will unzip the 6.02 upgrade to it. I suspect this may overcome whatever unexpected file level problem I'm experiencing.

Thank you for the instructions on VS.