KFC:
With DNN you don't really need to know programming to put together a Web site. DNN is a content management system and it is ready to go out of the box, get the "Install" package when you download, not the "Source" package by the way (trust me on this one). The install package is precompiled so to get it running you don't need any of the developer tools. You do need at least SQL Server Express 2005 installed on your machine prior to installing DNN. By the way, if you use WinXP, it has to be the Pro version, as Home does not support IIS. You can also use the flavors of Vista that have IIS but it is going to be a little more complicated.
I would recommend that you make sure that IIS is working on your PC, install SQL Express, then buy yourself one of those "Learn ASP.Net in 30 Days" books. Read it cover to cover and follow the project they usually build as an exercise. In that way you will learn all the basics of ASP.Net. You could setup DNN and play with it as you learn ASP.Net but remember that you will only need to do programming if you want to create new modules for DNN to satisfy a specific need not covered by one of the modules included.
By the way, and this is going to generate some traffic, I would also recommend you to learn VB.Net instead of C#. Don't let anybody tell you that C# is just better because it is not, VB.Net is not better either, they are equivalent. The common knowledge that C is a lot more powerful and a lot faster than VB no longer holds in the .Net world. It is a matter of personal choice really. Both languages, as well as the other languages supported by .Net, which are many, get compiled to basically the same binary code, hence the Common Language Runtime concept, CLR, you may want to read about this. DNN was (is) developed in VB.Net but you can do module development in C# if you wish, is your choice.
By the way, I hope that you made a typo in your post when you were describing the technologies you are learning because you had "ASP .Net" as separate things. Hopefully you are not dedicating any time to classic ASP, that is a dead technology, you want to learn ASP.Net 2.0.
Hope this helps.
Carlos