Hi MsIdfry,
Though DNN has made huge and admirable strides in its ability to be initially configured, you should realize that setup for a user with limited experience is going to be a challenge. Not an insurmountable one, but a challenge nonetheless. However, it sounds like you're up for such a challenge!
Also, asking for "general" help (as in "How do I set up DotNetNuke?") on the forums will probably elicit a lot less help than specific questions ("I'm having this specific error -- please help!"). This is because the initial DNN setup requires a very large amount of exposition, well beyond the scope of most forum posts. I expect that this is why no one has yet responded to your request for help.
The best way for you to get started will probably be for me to point you in the right direction of a few "Getting Started" resources. Here are a few good ones:
1) The DNN "Getting Started" page: http://www.dotnetnuke.com/Resources/GettingStarted/tabid/468/Default.aspx There are some links to some videos here that may be of great help for you. I recommend starting there.
2) Read the DNN "Installation Guide". You can download the DNN documents here: http://www.dotnetnuke.com/tabid/125/default.aspx The "Installation Guide" is packaged with the other documentation.
Also, if at all possible, I really suggest you think about going with a later version of DNN. The installation process has really improved in the more recent versions, and will give you a better experience. Also, you're much more likely to get assistance with 4.8 than you will with 3.37. This may require changing hosts, but a little short-term hassle could save you some longer-term headaches.
Get started, and post with more specific problems as you encounter them. Hope this points you in the right direction!
Brandon