Did you try the

add key="HostHeader" value=""

in web.config (may need portalalias too)?

It is not difficult when it is setup correctly. This is a IIS issue compounded by a shared hosting environment. Newcomers to IIS do not easily understand the difference between simple folders, virtual directories and web applications. For many of us that don't use EasyCGI, we have no idea how they install DotNetNuke, but we do have an idea how DotNetNuke works.

Did EasyCGI put DotNetNuke in the \dnn folder? If so, they did it for a reason and should make the necessary changes in IIS Manager by changing the local path under home directory tab. If you created \dnn yourself then you should move all the files from \dnn to \ and you will be up and running like you desire.

After reading your original post, the good news is that adding new portals and pointing more domain names at the same IP will be handled automatically by DotNetNuke using portal aliases.

You can't do as you ask.  You can put a reditrect file in your root that redirects request to the DNN folder, but that's about it.  The start of the DNN application is at www.MyWebsite.com/DNN.  You have to get to that subfolder to use DNN.  A redirect will simply take the URL without the /DNN folder and redirect to the URL with the /DNN folder.

The proper way to do this is to install DNN in the root of the web site.  Yes, it's not in the documentation.  It should be.  It is in many of the walkthroughs.  The installation docs need a lot of clarifying and redoing, and developers tend not to think in the same terms as normal people.  :)

Jeff