They VERY first time installing DNN can be a little troublesome if you just jump right in and try to go. I know the first few times I installed 3.x it took a few tries and a few read throughs of the instructions, some checking google, ect. Most of that was me failing to have all the settings correct, IIS access, Directory Permissions, Database user set properly, ect. Once I figured out how to do it, I can breeze through it in about 10 minutes from nothing to a working install (that includes creating SQL users, ect).
That was with 3.x. The installation process has been GREATLY improved somewhere in the 4.x line and, I feel, makes it a smoother process. Still takes me about 10 minutes, but that is still mostly setting up the SQL and Directort access for it to run.
For first timers, I would VERY highly suggest to follow the documentation step by step, as it should allow you to have a working copy on the first attempt. And if there is still a problem, google will probably have the answer. :) Always has for me.
I hope you are being kinda sarcastic with the post. :) Just venting at the frustration of troubled first time installs; I would like to say that on my local machine (where things need to be set) I've NEVER had a first time install of an advanced website that didn't have an application installation process (exe) run the first time I've tried, Never. For anything. It's just a problem with unfamiliarity. On remote hosts, all the settings are already set, so I just upload and go, and have had very few problems with that.
Personally, if you are having difficulties installing a free product, and your first step would be to find a consulting service to help you, I'd suggest buying a similar propritary system that comes with a support package. I'm not saying that was your first step, but in general. I'll explain my thinking on that. :)
I've been able to find the answer to EVERY one of my questions on installing DNN, even on Vista Ultimate with IIS 7, by searching the internet. A lot of times I get directed back to these forums which have the answer. Other times I get directed to other DNN related sites that have the answer and oft step by step instructions to get it running. And it's not advanced searching, it's most often just the error message and "Dotnetnuke". If someone is unable to find the info online, or are just inclined to turn to someone else to get it done, that person is probably not going to be happy with any type of 'unsupported' software. There is always some level of learning curve that some people never try to climb.
Again - That is just my personal opinion.