George,
I apologize for that. I didn't realize you were asking for help, it looked as if your question was a more general question like why people are using the forums to ask if it was supposedly an easy piece of software to use. If I had realized it was a more specific "how do I do this", I would have put a little more thought into an answer instead of the generalizations I did.
At this point, are you still needing help with how to set up your installation? If so, can you provide the details of your computer (operating system, does it have IIS -- Internet Information Systems -- installed? Does it have the .NET framework 2.0 or higher installed?).
I actually did Tech support for several years and worked with people who were anything but tech savvy so I can bring myself down to terms and instructions that work are less techy. Again, I apologize because I didn't realize you were asking for help on that.
As an answer to your last question though (or rather follow-up) I'll answer with a couple of scenarios. My business site is hosted at 3Essentials.com but I did the install myself. They do provide automated installations (or semi-automated, anyway, you have to submit a ticket and they'll do it for you). I think a hosting provider that offers that sort of service is excellent especially when you don't have the knowledge or hardware to run your own site.
My day job, I have a pretty complex installation of the DotNetNuke framework and it would have been pretty difficult to accomplish on a hosting provider (though not impossible). Then moving to my home, I run my own server for development purposes as well as a server at my brother's house for our "personal" sites. I can't imagine how hard it would be to run those installations if I didn't feel comfortable with the system and the ins and outs of how all the pieces work together.
The downsides to a hosting provider are that they will limit you on database space. They limit your disk usage and traffic but in all but the most extreme cases, that won't matter -- but the kicker again is your database size. *Most* providers will limit your database to 100mb size. To put that into perspective, a fresh install of DNN will take between 4mb-8mb and have no data. As long as you aren't storing files in the database you should be ok, but if you store files in the database (some modules do this, others offer this) you'll fill your 100mb quota really fast.
Additionally, with a hosting provider you will typically have less control over your installation (unless you get a dedicated server). On the flipside, a hosting provider will do automated backups for you of your database and file system, have backup and failsafe systems to keep your site up for "99%" of the time. Without specialized hardware and processes, you likely won't have that sort of protection running it yourself.
If you need any more help, general or otherwise, by all means come to the forums. I agree with your response about the other guy -- documentation is one thing, but that is no substitute to a real live person and their way to modify the language for somebody to understand it. If you need personal help there are a slew of people out there who can help out (Mitchel Sellers, for example), and of course that same group are always more than willing to help out on the forums. Feel free to contact me directly if you need a little more help.