I have a wish list for the DNN to make the user guides clearer. I guess if you code all the time they make sense but to those who are new or don't code frequently they are often cryptic and daunting. I had this issue as well but it was largely because the DNN Install Guide wasn't very clear, for example on page 36 it said only.

Note that the name of the connectionString “SiteSqlServer” is the same name as
the key used in < appSettings >, and that the < appSettings > setting is also
required to support legacy modules.

But that isn't entirely true there are differences in the web.config between <connectionStrings> and <appSettings>. I don't know maybe I'm asking too much but I think I would have been spared hours of agony had the instructions been written like this.

Note that the name of the connectionString “SiteSqlServer” under <connectionStrings> must also be set under < appSettings > to support legacy modules. Under < appSettings > tag the providerName is not used, additionally there are minor differences in the tags used under each section as shown in bold:

<connectionStrings>
<!-- Connection String for SQL Server 2000/2005 -->
<add name="SiteSqlServer"
connectionString="Server=ServerName;Database=MyDnnDatabase;uid=SqlServerUser;pwd=password"
providerName="System.Data.SqlClient" />

<appSettings>
<!-- Connection String for SQL Server 2000/2005 - kept for backwards compatability - legacy modules -->
<add key="SiteSqlServer"
value="Server=ServerName;Database=MyDnnDatabase;uid=SqlServerUser;pwd=password" />

Of course I am leaving out the SQL Express stuff in my post but something like that for both SQL Server and SQL Express would have really helped.