Thanks for the replies but I'm still not getting anywhere.  Let me say that I didn't have this trouble installing 3.x, so I'm not a complete idiot.

In frustration, I started over--removed everything--and downloaded the 4.5 Starter Kit.

Following the installation directions in Nick Symmond's book, Beginning DotNetNuke 4.0, I double-clicked on DotNetNuke.vscontent.   After it does its thing installing files, my understanding is that you then start up Visual Studio 2005 and finish the installation using the IDE.  Symmonds uses VWD 2005, while I'm using Visual Studio 2005 Professional.  When I open the latter, I do not get the template, DotNetNuke Web Application Fra... , that he shows in a screen capture. 

Do I need to use Visual Web Developer?  Using the Starter Kit, do I still need to do all the preliminaries (create database, create Web site, etc., etc. )  I thought the Starter Kit would walk me through all that.

Thanks.

Momenee