Here is my experience installing a fresh copy of the source version of DotNetNuke 4. This is for installing the "source version" not the "install version"
(because you do want to make modules and give back to the community, right?).

1. Download "DotNetNuke 4 Source" from DotNetNuke.com

2. Unzip it to "C:\Inetpub\Dotnetnuke4"

3. (and here is why I decided to post this because all of this is not obvious)

• First I have to install ASP.NET 2.0 (if it is not already installed, then reboot my machine)
• Next I have to go into IIS server configuration
  
• I Right-Click on "Default Web Site" and select "Virtual Directory"
  
• I enter "DotNetNuke4" and click "Next"
  
• I browse to "C:\Inetpub\Dotnetnuke4\Website" NOT "C:\Inetpub\Dotnetnuke4\"
  (this is the kind of thing that is not obvious)
  
• Accept the defaults and click "Next"
  
• Right-click on the website that was just created and select "Properties"
  
• Select the "ASP.NET" tab and change the "ASP.NET version" to "2.0" then click Apply
  
• Then, using the file manager I go to "C:\Inetpub\Dotnetnuke4\Website\Documents"  and double click on "Welcome.html"
  
• Then a wonderful page comes up and tells me how to configure DotNetNuke!
  
• At this point you follow the directions on that page...

Now the fun part...

(I simply did not read ALL the directions closely enough. the problems below were of my own making)

• I Right-clicked on the "DotNetNuke4" folder and went to properties
  
• Then on the Security tab I selected ADD
  
• I typed in ASPNET and clicked "Check Names"
  
• The ASP account comes up and I click OK
  
• On the next screen i click on the account and give it "Full control" and click OK
  
• I go to my web browser and go to: "http://localhost/dotnetnuke4/" and I get this
  
• ARGGGG!
• Then I go to: "C:\Inetpub\Dotnetnuke4\Website\Documents\NTFSConfig.html" and actually READ the directions. It tells me to set the permissions for "NETWORK SERVICE" not "ASPNET" oh....
  
• I confugure the permissions for the "NETWORK SERVICE" account, then I go to: http://localhost/dotnetnuke4 again and it still doesn't work
• ARRGGGGG!
• I then go to Google and type in "Name 'Config' is not declared site:forums.asp.net"
• It brings up this post: http://forums.asp.net/1109319/ShowPost.aspx
• Oh! I need to compile it first. I double-click on "C:\Inetpub\Dotnetnuke4\DotNetNuke.sln" and get this:
  
• It opens up in Visual Studio 2005 with errors. I close Visual Studio and open the "DotNetNuke.sln" in notepad and change "http://localhost/DotNetNuke_2/" to "http://localhost/DotNetNuke4/" (in 2 places)
• I save it and double-click on "C:\Inetpub\Dotnetnuke4\DotNetNuke.sln" again and it opens up!
• In Visual Studio 2005 I select "Build" then "Build Solution"
  
• After it builds I then go to: http://localhost/dotnetnuke4" and Success!
  

Ok I did not read the directions closely enough, but how many potential DotNetNukers are turned away because we move too fast and want everything to be easy? What can we do to make things more "idiot proof"?

Perhaps the install .zip can have a install "tutorial" to augment the install documentation. The "tutorial" would be screen shots that walk you through a perfect installation. People hate to read but they will look at pictures..