OK your connection strings are empty so there are 2 ways of filling them in.
One is filling the info onto the Install Wizard DB connection screen. You should at this point choose the SQL2000/2005 option, fill in your actual database name, fill in the server name (if you install on your local machine you should enter your "machinename\SQLInstancename" in this manner - ie "MikesComputer\SQL2000" - on an external server it could be it's IP number or access URL like "mssql.win-servers.com"). Then uncheck the integrated server box and put your database access UserID in the ID box and of course the password in your password box (If you have not set up your database and don't have this info - go back and do that first). Leave the db_owner box and object_identifier box empty unless your webhost requires you to run it with other than db owner privileges.
Second and the way I prefer is to enter the information in the strings manually. Replace "(local)" with the server information as explained above, Your actual database name (I guess you can use DotNetNuke if you really want to), Insert your db userid in between the "userid=" and the semicolon and your password in between the "pwd=" and the semicolon. Your final strings then should look something like this:
<connectionStrings>
<!-- Connection String for SQL Server 2000/2005 -->
<add
name="SiteSqlServer"
connectionString="Server=MikesComputer\SQL2000;Database=MikesDatabase;uid=mikekist;pwd=xxxxxxxxxx;"
providerName="System.Data.SqlClient" />
</connectionStrings>
<appSettings>
<!-- Connection String for SQL Server 2000/2005 - kept for backwards compatability - legacy modules -->
<add key="SiteSqlServer" value="Server=MikesComputer\SQL2000;Database=MikesDatabase;uid=mikekist;pwd=xxxxxxxxxx;"/>
If you're using a local server and SQL Instance name just be sure to use the backslash (\) instead of the forward slash (/) to separate them.
Keep trying - you'll make it yet,
Mike