I recently had the (er...) pleasure of installing DotNetNuke on the web server of one of my clients and all I can say is be careful. This kind of task should definitely be handled by your domain administrator or web developer. Do you have existing ASP.NET or Active Server Pages applications installed on your site? Do you have data in a SQL Server database on your web host? All the more reasons to let a professional handle the installation of DNN (DotNetNuke).
Web hosts who provide DotNetNuke hosting: