I have not tried 2.04 yet but I know 1.0.9 & 10 and 2.03 all run without a hitch on 2003.
They all setup in minutes on the first try for me anyway.
See my quick step by step I made up at DNNFAQ's new site under constuction at
DNNFAQ. Sorry about the colors, I have been working with my new skin layout.
Try clearing your cache and cookies or at least find the ones for the sites you setup. They may be messing with changes to your web config settings. This has happened to many other before if you search the forums for addition posts on this subject.
Keep trying...
Tom