Just an F.Y.I. for those of you who may follow these instructions and run into an error of "unable to display" modules right after you install DNN.  When you modify the connection stirngs (notice sting"s"), you have to do both (I guess for backwards compatibility) in web.config to take care of the problem.  This is how I fixed mine and trust me I ran the installation quite a few times to find out where the problem was (not that there was a problem but it was more a "where MY problem was ;o).

Here is a sample of the "connectionStrings" and "appSettings" code with the modifications (verbatim) in my web.config that worke properly.

Notice I've commented out the SQL Express sections and un-commented/edited the SQL Server 2000/2005 sections with the needed information.

<connectionStrings>

<!-- Connection String for SQL Server 2005 Express

providerName="System.Data.SqlClient" /> -->

<!-- Connection String for SQL Server 2000/2005 -->

<add

name="SiteSqlServer"

connectionString="Server=WINXP\SQLEXPRESS;Database=DotNetNuke;uid=DotNetNuke;pwd=password;"

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="Server=WINXP\SQLEXPRESS;Database=DotNetNuke;uid=DotNetNuke;pwd=password;"/>

<add key="InstallTemplate" value="DotNetNuke.install.config" />

<!-- Alternative Install Templates (included in package)

-->

<add key="AutoUpgrade" value="true" />

<add key="InstallMemberRole" value="true" />

<add key="ShowMissingKeys" value="false" />

<add key="EnableWebFarmSupport" value="false" />

<add key="EnableCachePersistence" value="false"/>

</appSettings>