I found "Professional DotNetNuke 4" to be helpful when I was getting started.  It's probably still quite useful for concepts, but there are a LOT of changes to DotNetNuke since it was written.  I believe that a new version is in the works, but is probably several months away, if not longer.  There is also a book (that I haven't yet seen) by Tracy Wittenkeller.  I've heard Tracy speak, so I'd be tempted to recommend the book sight unseen.

There is also a big difference between what you need to know to create website and to create modules!  For the latter, I'd head on over to Michael Washington's adefwebserver.com site.  I've seen (on Amazon) that there is also a book (by Mitchel Sellers and Shaun Walker) on module development due next year.