Well, the post for the Install section never showed up.  I posted during the wierd slowdown.  The jist of it was that I don't know how to edit the web.config file.  This is a Win XP PRO ocal install by a complete Newb.  The online walkthroughs and the Dummies book all show a very different bit of code for setting the database.  I downloaded 4.7.0, and the section looks like:

<connectionStrings>
  <!-- Connection String for SQL Server 2005 Express -->
  <add
    name="SiteSqlServer"
    connectionString="Data Source=.\SQLExpress;Integrated Security=True;User Instance=True;AttachDBFilename=|DataDirectory|Database.mdf;"
    providerName="System.Data.SqlClient" />
  <!-- Connection String for SQL Server 2000/2005
    <add
      name="SiteSqlServer"
      connectionString="Server=(local);Database=DotNetNuke;uid=;pwd=;"
      providerName="System.Data.SqlClient" />
   -->
 </connectionStrings>
 <appSettings>
  <!-- Connection String for SQL Server 2005 Express - kept for backwards compatability - legacy modules   -->
  <add key="SiteSqlServer" value="Data Source=.\SQLExpress;Integrated Security=True;User Instance=True;AttachDBFilename=|DataDirectory|Database.mdf;"/>
  <!-- Connection String for SQL Server 2000/2005 - kept for backwards compatability - legacy modules
    <add key="SiteSqlServer" value="Server=(local);Database=DotNetNuke;uid=;pwd=;"/>

-->

I have SQL Express.

My server name is ARCHER\SQLEXPRESS

The database is ARCHER\SQLEXPRESS\Databases\DNN47

For example, lets say my User name is ADMIN and my Password is ABC123

Could someone help me figure out what I need to change the web.config to read?

I am having troubles getting this stuff to work.  When I try to start DNN, I get the following :

Failed to access IIS metabase.

Description: An unhandled exception occurred during the execution of the current web request. Please review the stack trace for more information about the error and where it originated in the code.

Exception Details: System.Web.Hosting.HostingEnvironmentException: Failed to access IIS metabase.

The process account used to run ASP.NET must have read access to the IIS metabase (e.g. IIS://servername/W3SVC). For information on modifying metabase permissions, please see http://support.microsoft.com/?kbid=267904.

Source Error:

[HostingEnvironmentException: Failed to access IIS metabase.]
   System.Web.Configuration.MetabaseServerConfig.MapPathCaching(String siteID, VirtualPath path) +3609834
   System.Web.Configuration.MetabaseServerConfig.System.Web.Configuration.IConfigMapPath2.MapPath(String siteID, VirtualPath vpath) +9
   System.Web.Hosting.HostingEnvironment.MapPathActual(VirtualPath virtualPath, Boolean permitNull) +169
   System.Web.CachedPathData.GetConfigPathData(String configPath) +382
   System.Web.CachedPathData.GetConfigPathData(String configPath) +243
   System.Web.CachedPathData.GetApplicationPathData() +68
   System.Web.CachedPathData.GetVirtualPathData(VirtualPath virtualPath, Boolean permitPathsOutsideApp) +3503459
   System.Web.Configuration.RuntimeConfig.GetLKGRuntimeConfig(VirtualPath path) +189

Thank you Sebastian!  Between that and running the aspnet_regiis -i I now have 4.7 installed on my local machine.